+7.0%
PAYX vs AUR
+84.2%
-77.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.5% |
| 7D | -4.9% | +1.4% | -6.3% | -4.9% |
| 30D | -3.8% | -6.4% | +2.6% | -3.6% |
| 3M | +17.9% | +7.7% | +10.2% | +17.1% |
| 6M | +26.1% | +44.5% | -18.4% | +22.7% |
| YTD | +6.7% | +67.4% | -60.7% | +2.9% |
| 1Y | -10.7% | +15.4% | -26.2% | -12.5% |
| 3Y | +7.0% | +94.8% | -87.9% | -4.0% |
| All | +7.0% | +84.2% | -77.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling