+23.6%
PAYX vs BNS
+94.7%
-71.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -3.8% | +3.5% | -7.3% | -5.1% |
| 3M | +17.9% | +14.1% | +3.8% | +11.5% |
| 6M | +26.1% | +33.8% | -7.7% | +10.9% |
| YTD | +6.7% | +29.5% | -22.7% | -4.9% |
| 1Y | -10.7% | +48.4% | -59.2% | -25.7% |
| 3Y | +7.0% | +129.6% | -122.6% | -29.6% |
| All | +23.6% | +94.7% | -71.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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