+9.0%
PAYX vs DOC
-21.4%
+30.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | +7.8% | +7.7% | +0.1% | +5.0% |
| 3M | -6.8% | -2.0% | -4.8% | -6.3% |
| 6M | +31.3% | +5.9% | +25.5% | +28.4% |
| YTD | +7.7% | +31.8% | -24.1% | -3.9% |
| 1Y | +8.1% | +22.5% | -14.4% | -0.8% |
| 3Y | +12.2% | +54.7% | -42.6% | -10.5% |
| All | +9.0% | -21.4% | +30.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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