+22.0%
PAYX vs ALL
+113.6%
-91.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -7.9% | -4.3% | -3.6% | -6.5% |
| 30D | -5.0% | -3.6% | -1.5% | -3.9% |
| 3M | +15.1% | +13.2% | +1.9% | +10.5% |
| 6M | +23.9% | +22.5% | +1.4% | +15.8% |
| YTD | +6.2% | +22.7% | -16.6% | -1.0% |
| 1Y | -9.6% | +28.3% | -37.9% | -17.1% |
| 3Y | +5.8% | +152.0% | -146.2% | -22.4% |
| 5Y | +22.0% | +115.4% | -93.5% | -9.0% |
| All | +22.0% | +113.6% | -91.6% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling