+35,385.9%
PAYX vs DTE
+3,398.4%
+31,987.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -4.9% | -2.6% | -2.3% | -3.8% |
| 30D | -3.8% | -4.4% | +0.6% | -2.0% |
| 3M | +17.9% | -8.3% | +26.2% | +22.3% |
| 6M | +26.1% | -8.1% | +34.2% | +30.0% |
| YTD | +6.7% | +4.4% | +2.3% | +3.7% |
| 1Y | -10.7% | +0.2% | -10.9% | -11.7% |
| 3Y | +7.0% | +42.6% | -35.6% | -10.5% |
| 5Y | +22.6% | +31.5% | -8.9% | +5.9% |
| 10Y | +166.5% | +138.2% | +28.3% | +75.2% |
| All | +35,385.9% | +3,398.4% | +31,987.5% | +9,684.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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