+6.4%
PAYX vs CHRW
+87.9%
-81.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -7.9% | +4.4% | -12.3% | -8.4% |
| 30D | -5.0% | +5.5% | -10.5% | -5.7% |
| 3M | +15.1% | -17.3% | +32.4% | +17.3% |
| 6M | +23.9% | -12.7% | +36.6% | +25.0% |
| YTD | +6.2% | -4.1% | +10.3% | +5.7% |
| 1Y | -9.6% | +21.2% | -30.9% | -12.8% |
| All | +6.4% | +87.9% | -81.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling