+20.4%
PAYX vs D
+5.1%
+15.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | -7.5% | -0.4% | -7.0% | -7.3% |
| 30D | -5.3% | -2.1% | -3.2% | -4.7% |
| 3M | +15.6% | -0.7% | +16.4% | +15.9% |
| 6M | +19.5% | +5.6% | +13.9% | +16.9% |
| YTD | +5.8% | +14.6% | -8.8% | +0.5% |
| 1Y | -10.9% | +15.3% | -26.2% | -15.7% |
| 3Y | +5.4% | +59.1% | -53.7% | -12.1% |
| 5Y | +20.4% | +3.9% | +16.5% | +22.6% |
| All | +20.4% | +5.1% | +15.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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