-10.7%
PAYX vs ALL
+29.5%
-40.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.2% |
| 7D | -4.9% | -2.3% | -2.6% | -4.0% |
| 30D | -3.8% | -0.4% | -3.4% | -3.6% |
| 3M | +17.9% | +16.0% | +1.8% | +13.0% |
| 6M | +26.1% | +24.6% | +1.5% | +18.5% |
| YTD | +6.7% | +23.7% | -16.9% | +0.6% |
| 1Y | -10.7% | +27.7% | -38.5% | -16.4% |
| All | -10.7% | +29.5% | -40.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling