+499.4%
PAYX vs CG
+323.7%
+175.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.8% |
| 7D | -7.5% | -6.4% | -1.0% | -5.8% |
| 30D | -5.3% | -7.1% | +1.8% | -3.4% |
| 3M | +15.6% | -1.6% | +17.2% | +15.7% |
| 6M | +19.5% | -8.3% | +27.8% | +21.3% |
| YTD | +5.8% | -23.8% | +29.6% | +12.6% |
| 1Y | -10.9% | -28.7% | +17.9% | -3.8% |
| 3Y | +5.4% | +49.2% | -43.7% | -11.6% |
| 5Y | +20.4% | +5.5% | +14.9% | +7.9% |
| 10Y | +164.1% | +331.2% | -167.1% | +68.7% |
| All | +499.4% | +323.7% | +175.7% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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