+23.6%
PAYX vs DVA
+46.8%
-23.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.9% | -1.3% | -3.5% | -4.7% |
| 30D | -3.8% | 0.0% | -3.8% | -3.8% |
| 3M | +17.9% | -10.9% | +28.8% | +18.9% |
| 6M | +26.1% | +17.3% | +8.8% | +23.6% |
| YTD | +6.7% | +59.8% | -53.1% | +0.5% |
| 1Y | -10.7% | +36.3% | -47.0% | -14.1% |
| 3Y | +7.0% | +88.6% | -81.6% | -1.8% |
| All | +23.6% | +46.8% | -23.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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