+7.0%
PAYX vs BG
+18.0%
-11.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | -4.9% | +3.1% | -8.0% | -5.1% |
| 30D | -3.8% | +10.2% | -14.0% | -4.7% |
| 3M | +17.9% | -1.7% | +19.5% | +17.9% |
| 6M | +26.1% | +1.0% | +25.1% | +25.7% |
| YTD | +6.7% | +39.9% | -33.2% | +2.0% |
| 1Y | -10.7% | +53.2% | -64.0% | -15.9% |
| 3Y | +7.0% | +16.3% | -9.3% | +7.0% |
| All | +7.0% | +18.0% | -11.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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