+2,625.4%
PAYX vs DGX
+8,778.1%
-6,152.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | -3.8% | -1.2% | -2.6% | -3.5% |
| 3M | +17.9% | +15.8% | +2.1% | +12.8% |
| 6M | +26.1% | +18.2% | +7.9% | +19.8% |
| YTD | +6.7% | +37.2% | -30.5% | -3.2% |
| 1Y | -10.7% | +30.4% | -41.1% | -18.0% |
| 3Y | +7.0% | +96.7% | -89.7% | -13.6% |
| 5Y | +22.6% | +67.2% | -44.6% | +3.1% |
| 10Y | +166.5% | +253.9% | -87.4% | +78.9% |
| All | +2,625.4% | +8,778.1% | -6,152.7% | +780.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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