+35,732.2%
PAYX vs COO
+5,822.5%
+29,909.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.7% |
| 7D | -6.9% | -2.3% | -4.6% | -6.8% |
| 30D | -2.6% | -8.8% | +6.2% | -1.9% |
| 3M | +19.4% | +1.3% | +18.1% | +19.3% |
| 6M | +18.7% | -11.6% | +30.2% | +19.7% |
| YTD | +7.8% | -17.4% | +25.2% | +9.2% |
| 1Y | -9.9% | -1.6% | -8.3% | -9.9% |
| 3Y | +7.4% | -22.6% | +30.1% | +8.7% |
| 5Y | +21.8% | -40.3% | +62.2% | +25.3% |
| 10Y | +161.3% | +45.2% | +116.1% | +155.3% |
| All | +35,732.2% | +5,822.5% | +29,909.7% | +33,163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling