+458.3%
PAYX vs CAPR
-99.1%
+557.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.9% |
| 7D | -6.9% | -9.5% | +2.6% | -6.9% |
| 30D | -2.6% | +121.5% | -124.1% | -3.3% |
| 3M | +19.4% | -65.4% | +84.8% | +19.7% |
| 6M | +18.7% | -67.5% | +86.2% | +19.0% |
| YTD | +7.8% | -68.6% | +76.4% | +8.0% |
| 1Y | -9.9% | +42.7% | -52.5% | -12.3% |
| 3Y | +7.4% | +43.4% | -35.9% | +3.4% |
| 5Y | +21.8% | +86.0% | -64.2% | +16.5% |
| 10Y | +161.3% | -77.4% | +238.7% | +144.6% |
| All | +458.3% | -99.1% | +557.4% | +412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling