-7.5%
PAYX vs DG
+23.4%
-30.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.9% |
| 7D | -4.2% | +8.4% | -12.6% | -5.6% |
| 30D | +2.9% | +4.9% | -2.0% | +1.9% |
| 3M | +23.6% | +29.3% | -5.7% | +19.3% |
| 6M | +30.0% | -11.3% | +41.3% | +28.8% |
| YTD | +12.2% | +1.8% | +10.4% | +10.0% |
| 1Y | -7.5% | +25.3% | -32.8% | -12.2% |
| All | -7.5% | +23.4% | -30.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling