+4,404.0%
PAYX vs DVA
+5,124.5%
-720.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.5% |
| 6M | +26.1% | +17.3% | +8.8% | +21.9% |
| YTD | +6.7% | +59.8% | -53.1% | -2.3% |
| 1Y | -10.7% | +36.3% | -47.0% | -16.3% |
| 3Y | +7.0% | +88.6% | -81.6% | -6.0% |
| 5Y | +22.6% | +47.5% | -24.9% | +9.5% |
| 10Y | +166.5% | +185.2% | -18.7% | +112.0% |
| All | +4,404.0% | +5,124.5% | -720.5% | +2,205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling