+6.0%
PAYX vs CP
+19.7%
-13.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -7.5% | +0.6% | -8.1% | -7.6% |
| 30D | -5.3% | -0.5% | -4.8% | -5.2% |
| 3M | +15.6% | +0.1% | +15.5% | +15.6% |
| 6M | +19.5% | +7.8% | +11.7% | +17.5% |
| YTD | +5.8% | +22.9% | -17.1% | +0.6% |
| 1Y | -10.9% | +21.3% | -32.2% | -15.1% |
| All | +6.0% | +19.7% | -13.7% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling