+22.9%
PAYX vs AG
+68.6%
-45.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.2% | +0.5% |
| 7D | -7.9% | -5.8% | -2.1% | -7.7% |
| 30D | -5.0% | +6.4% | -11.4% | -5.3% |
| 3M | +15.1% | +28.4% | -13.3% | +13.9% |
| 6M | +23.9% | -24.5% | +48.4% | +25.1% |
| YTD | +6.2% | +21.2% | -15.0% | +3.7% |
| 1Y | -9.6% | +114.1% | -123.7% | -15.4% |
| 3Y | +5.8% | +268.0% | -262.2% | -7.9% |
| All | +22.9% | +68.6% | -45.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling