-10.7%
PAYX vs CAPR
+37.0%
-47.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -4.9% | -11.0% | +6.1% | -4.8% |
| 30D | -3.8% | +99.8% | -103.6% | -4.1% |
| 3M | +17.9% | -66.6% | +84.4% | +18.1% |
| 6M | +26.1% | -75.1% | +101.1% | +26.5% |
| YTD | +6.7% | -71.0% | +77.7% | +7.0% |
| 1Y | -10.7% | +30.0% | -40.7% | -12.6% |
| All | -10.7% | +37.0% | -47.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling