+22.0%
PAYX vs ARWR
+26.4%
-4.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -7.9% | -4.3% | -3.6% | -7.6% |
| 30D | -5.0% | -7.3% | +2.2% | -4.5% |
| 3M | +15.1% | +17.0% | -1.9% | +13.2% |
| 6M | +23.9% | +39.8% | -15.9% | +19.3% |
| YTD | +6.2% | +24.7% | -18.5% | +3.0% |
| 1Y | -9.6% | +186.5% | -196.1% | -19.9% |
| 3Y | +5.8% | +176.8% | -171.0% | -10.8% |
| 5Y | +22.0% | +29.3% | -7.4% | +8.3% |
| All | +22.0% | +26.4% | -4.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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