+23.6%
PAYX vs BAH
+2.5%
+21.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.9% | +4.3% | -9.1% | -5.8% |
| 30D | -3.8% | -2.5% | -1.3% | -3.3% |
| 3M | +17.9% | -0.9% | +18.8% | +17.6% |
| 6M | +26.1% | +1.5% | +24.6% | +24.9% |
| YTD | +6.7% | -8.0% | +14.7% | +7.7% |
| 1Y | -10.7% | -24.7% | +14.0% | -6.4% |
| 3Y | +7.0% | -28.4% | +35.4% | +5.9% |
| All | +23.6% | +2.5% | +21.0% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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