+23.6%
PAYX vs COR
+180.1%
-156.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.9% | -2.8% | -2.0% | -4.2% |
| 30D | -3.8% | +2.6% | -6.4% | -4.4% |
| 3M | +17.9% | +14.5% | +3.4% | +14.0% |
| 6M | +26.1% | -7.8% | +33.9% | +27.8% |
| YTD | +6.7% | -4.2% | +11.0% | +6.6% |
| 1Y | -10.7% | +7.0% | -17.8% | -14.2% |
| 3Y | +7.0% | +85.5% | -78.6% | -16.5% |
| All | +23.6% | +180.1% | -156.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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