+22.0%
PAYX vs ALLY
-2.7%
+24.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -7.9% | -3.3% | -4.7% | -7.2% |
| 30D | -5.0% | -4.1% | -1.0% | -4.2% |
| 3M | +15.1% | +1.4% | +13.7% | +14.6% |
| 6M | +23.9% | +14.4% | +9.6% | +19.5% |
| YTD | +6.2% | -4.9% | +11.1% | +6.7% |
| 1Y | -9.6% | +5.5% | -15.2% | -11.5% |
| 3Y | +5.8% | +66.0% | -60.2% | -10.2% |
| 5Y | +22.0% | -2.4% | +24.3% | +14.0% |
| All | +22.0% | -2.7% | +24.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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