+22.0%
PAYX vs COO
-51.8%
+73.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.7% | +15.0% | +4.7% |
| 7D | -7.9% | -23.3% | +15.4% | -0.8% |
| 30D | -5.0% | -29.5% | +24.4% | +5.0% |
| 3M | +15.1% | -20.0% | +35.1% | +22.4% |
| 6M | +23.9% | -27.2% | +51.1% | +35.3% |
| YTD | +6.2% | -33.9% | +40.1% | +19.4% |
| 1Y | -9.6% | -19.9% | +10.3% | -4.7% |
| 3Y | +5.8% | -38.1% | +43.9% | +16.2% |
| 5Y | +22.0% | -52.0% | +73.9% | +44.9% |
| All | +22.0% | -51.8% | +73.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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