+11,064.2%
PAYX vs ALL
+3,579.2%
+7,485.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.6% | -3.1% |
| 7D | -6.9% | -1.7% | -5.2% | -6.4% |
| 30D | -2.6% | -4.7% | +2.1% | -1.0% |
| 3M | +19.4% | +18.4% | +1.1% | +12.7% |
| 6M | +18.7% | +20.5% | -1.8% | +11.1% |
| YTD | +7.8% | +23.5% | -15.8% | -0.2% |
| 1Y | -9.9% | +29.0% | -38.8% | -17.9% |
| 3Y | +7.4% | +153.7% | -146.3% | -23.6% |
| 5Y | +21.8% | +114.8% | -93.0% | -9.9% |
| 10Y | +161.3% | +356.1% | -194.9% | +50.4% |
| All | +11,064.2% | +3,579.2% | +7,485.1% | +3,553.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling