+22.0%
PAYX vs CP
+32.2%
-10.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.8% |
| 7D | -7.9% | -2.7% | -5.2% | -7.1% |
| 30D | -5.0% | -3.4% | -1.7% | -4.0% |
| 3M | +15.1% | -0.6% | +15.7% | +15.3% |
| 6M | +23.9% | +6.3% | +17.6% | +20.7% |
| YTD | +6.2% | +21.2% | -15.0% | -2.0% |
| 1Y | -9.6% | +20.0% | -29.7% | -16.4% |
| 3Y | +5.8% | +18.7% | -12.9% | -4.4% |
| 5Y | +22.0% | +34.8% | -12.8% | +4.0% |
| All | +22.0% | +32.2% | -10.2% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling