+38.8%
PAYX vs COMP
-49.2%
+88.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.6% | -2.5% |
| 7D | -0.6% | +14.5% | -15.2% | -1.9% |
| 30D | +11.5% | +14.9% | -3.4% | +9.9% |
| 3M | -3.4% | -14.2% | +10.8% | -2.5% |
| 6M | +26.3% | +23.7% | +2.6% | +23.1% |
| YTD | +6.9% | +2.1% | +4.8% | +5.1% |
| 1Y | +7.1% | +26.2% | -19.1% | +3.3% |
| 3Y | +12.6% | +470.9% | -458.3% | -8.6% |
| 5Y | +9.5% | -14.0% | +23.5% | -4.4% |
| All | +38.8% | -49.2% | +88.0% | +17.1% |
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