+45.7%
PAYX vs COMP
-47.7%
+93.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | -4.2% | +1.4% | -5.6% | -4.3% |
| 30D | +2.9% | -13.3% | +16.2% | +4.1% |
| 3M | +23.6% | +41.1% | -17.5% | +19.6% |
| 6M | +30.0% | +17.2% | +12.9% | +26.9% |
| YTD | +12.2% | +5.2% | +7.0% | +10.4% |
| 1Y | -7.5% | +18.9% | -26.4% | -10.3% |
| 3Y | +10.1% | +215.9% | -205.8% | -5.5% |
| 5Y | +25.1% | -31.2% | +56.3% | +9.5% |
| All | +45.7% | -47.7% | +93.4% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling