+35,385.9%
PAYX vs CHD
+9,760.0%
+25,625.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.9% | -4.5% | -0.4% | -3.6% |
| 30D | -3.8% | -6.7% | +2.9% | -2.0% |
| 3M | +17.9% | -2.7% | +20.6% | +18.8% |
| 6M | +26.1% | -4.9% | +31.0% | +27.6% |
| YTD | +6.7% | +13.3% | -6.6% | +2.7% |
| 1Y | -10.7% | +1.0% | -11.8% | -11.5% |
| 3Y | +7.0% | +1.3% | +5.6% | +5.3% |
| 5Y | +22.6% | +20.8% | +1.8% | +14.4% |
| 10Y | +166.5% | +126.1% | +40.4% | +109.1% |
| All | +35,385.9% | +9,760.0% | +25,625.9% | +13,779.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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