+23.9%
PAYX vs DG
-14.4%
+38.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.8% |
| 7D | -7.9% | -6.3% | -1.6% | -5.9% |
| 30D | -5.0% | +2.4% | -7.5% | -5.8% |
| 3M | +15.1% | +12.4% | +2.7% | +11.6% |
| 6M | +23.9% | -14.9% | +38.9% | +31.0% |
| All | +23.9% | -14.4% | +38.3% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling