+39.3%
PAYX vs COMP
-52.8%
+92.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | 0.0% |
| 7D | -3.6% | +8.9% | -12.5% | -4.5% |
| 30D | +9.5% | +14.0% | -4.5% | +8.0% |
| 3M | -3.3% | -21.1% | +17.8% | -1.7% |
| 6M | +27.1% | +20.1% | +7.0% | +24.1% |
| YTD | +7.3% | -5.0% | +12.3% | +6.1% |
| 1Y | +8.3% | +5.7% | +2.6% | +6.1% |
| 3Y | +11.6% | +412.2% | -400.6% | -8.6% |
| 5Y | +8.5% | -12.1% | +20.6% | -4.8% |
| All | +39.3% | -52.8% | +92.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling