+607.5%
PAYX vs BNS
+1,486.6%
-879.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -3.8% | +3.5% | -7.3% | -5.6% |
| 3M | +17.9% | +14.1% | +3.8% | +10.3% |
| 6M | +26.1% | +33.8% | -7.7% | +9.0% |
| YTD | +6.7% | +29.5% | -22.7% | -6.5% |
| 1Y | -10.7% | +48.4% | -59.2% | -26.9% |
| 3Y | +7.0% | +129.6% | -122.6% | -29.7% |
| 5Y | +22.6% | +96.1% | -73.5% | -13.7% |
| 10Y | +166.5% | +186.2% | -19.7% | +54.0% |
| All | +607.5% | +1,486.6% | -879.2% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling