+21.8%
PAYX vs COMP
-32.0%
+53.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.6% |
| 7D | -6.9% | +4.1% | -11.0% | -7.3% |
| 30D | -2.6% | -14.5% | +12.0% | -1.3% |
| 3M | +19.4% | +41.8% | -22.4% | +15.4% |
| 6M | +18.7% | +23.6% | -4.9% | +15.2% |
| YTD | +7.8% | +1.7% | +6.1% | +6.3% |
| 1Y | -9.9% | +12.6% | -22.4% | -12.2% |
| 3Y | +7.4% | +221.9% | -214.4% | -8.6% |
| 5Y | +21.8% | -28.1% | +50.0% | +9.0% |
| All | +21.8% | -32.0% | +53.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling