+23.6%
PAYX vs BR
+8.0%
+15.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -4.9% | -3.0% | -1.9% | -3.0% |
| 30D | -3.8% | -0.3% | -3.5% | -3.6% |
| 3M | +17.9% | +17.3% | +0.6% | +6.4% |
| 6M | +26.1% | -6.7% | +32.8% | +30.8% |
| YTD | +6.7% | -23.4% | +30.2% | +24.8% |
| 1Y | -10.7% | -32.7% | +21.9% | +13.1% |
| 3Y | +7.0% | -5.9% | +12.9% | +8.6% |
| All | +23.6% | +8.0% | +15.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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