+35,385.9%
PAYX vs DD
+924.8%
+34,461.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.9% | -3.5% | -1.4% | -3.8% |
| 30D | -3.8% | -11.7% | +7.9% | 0.0% |
| 3M | +17.9% | -9.2% | +27.1% | +21.2% |
| 6M | +26.1% | -7.2% | +33.3% | +27.6% |
| YTD | +6.7% | +6.6% | +0.1% | +2.7% |
| 1Y | -10.7% | +32.0% | -42.8% | -20.3% |
| 3Y | +7.0% | +42.1% | -35.2% | -9.1% |
| 5Y | +22.6% | +58.1% | -35.4% | -0.5% |
| 10Y | +166.5% | +65.3% | +101.2% | +101.4% |
| All | +35,385.9% | +924.8% | +34,461.1% | +12,888.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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