+23.6%
PAYX vs DG
-37.9%
+61.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -4.9% | -6.5% | +1.6% | -4.1% |
| 30D | -3.8% | +4.2% | -8.0% | -4.2% |
| 3M | +17.9% | +9.5% | +8.4% | +16.7% |
| 6M | +26.1% | -13.1% | +39.2% | +27.4% |
| YTD | +6.7% | -4.8% | +11.6% | +6.8% |
| 1Y | -10.7% | +20.6% | -31.4% | -12.9% |
| 3Y | +7.0% | +4.9% | +2.0% | +4.0% |
| All | +23.6% | -37.9% | +61.5% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling