-10.7%
PAYX vs CP
+20.2%
-31.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -4.9% | -2.6% | -2.3% | -4.6% |
| 30D | -3.8% | -3.7% | -0.1% | -3.4% |
| 3M | +17.9% | +0.1% | +17.7% | +17.9% |
| 6M | +26.1% | +7.8% | +18.2% | +25.5% |
| YTD | +6.7% | +21.7% | -15.0% | +2.6% |
| 1Y | -10.7% | +18.6% | -29.4% | -15.1% |
| All | -10.7% | +20.2% | -31.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling