+37,197.0%
PAYX vs D
+2,347.4%
+34,849.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -4.2% | +1.5% | -5.7% | -4.8% |
| 30D | +2.9% | -2.6% | +5.5% | +4.0% |
| 3M | +23.6% | 0.0% | +23.6% | +23.6% |
| 6M | +30.0% | +7.4% | +22.7% | +25.3% |
| YTD | +12.2% | +15.9% | -3.7% | +4.3% |
| 1Y | -7.5% | +18.1% | -25.6% | -14.9% |
| 3Y | +10.1% | +58.4% | -48.3% | -13.0% |
| 5Y | +25.1% | +5.2% | +19.9% | +17.6% |
| 10Y | +171.7% | +35.9% | +135.9% | +126.1% |
| All | +37,197.0% | +2,347.4% | +34,849.6% | +10,547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling