+12.6%
PAYX vs COMP
+431.5%
-418.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.6% | -2.4% |
| 7D | -0.6% | +14.5% | -15.2% | -1.8% |
| 30D | +11.5% | +14.9% | -3.4% | +10.1% |
| 3M | -3.4% | -14.2% | +10.8% | -2.7% |
| 6M | +26.3% | +23.7% | +2.6% | +23.5% |
| YTD | +6.9% | +2.1% | +4.8% | +5.8% |
| 1Y | +7.1% | +26.2% | -19.1% | +4.2% |
| 3Y | +12.6% | +470.9% | -458.3% | -1.8% |
| All | +12.6% | +431.5% | -418.9% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling