+23.6%
PAYX vs DT
-27.6%
+51.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | -3.8% | +3.0% | -6.8% | -4.5% |
| 3M | +17.9% | +26.5% | -8.6% | +11.0% |
| 6M | +26.1% | +35.9% | -9.9% | +16.1% |
| YTD | +6.7% | +17.8% | -11.1% | +1.3% |
| 1Y | -10.7% | +4.1% | -14.8% | -13.1% |
| 3Y | +7.0% | +5.3% | +1.7% | +1.9% |
| All | +23.6% | -27.6% | +51.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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