+550.1%
PAYX vs DG
+560.3%
-10.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.4% |
| 7D | -7.5% | -4.8% | -2.6% | -6.6% |
| 30D | -5.3% | +1.8% | -7.1% | -5.6% |
| 3M | +15.6% | +14.5% | +1.2% | +12.6% |
| 6M | +19.5% | -13.6% | +33.0% | +22.3% |
| YTD | +5.8% | -4.8% | +10.6% | +6.1% |
| 1Y | -10.9% | +21.6% | -32.4% | -15.1% |
| 3Y | +5.4% | +4.5% | +1.0% | -0.4% |
| 5Y | +20.4% | -38.5% | +58.8% | +27.4% |
| 10Y | +164.1% | +102.2% | +61.9% | +113.5% |
| All | +550.1% | +560.3% | -10.2% | +290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling