-10.7%
PAYX vs EXEL
+48.5%
-59.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.5% |
| 7D | -4.9% | -4.9% | 0.0% | -4.9% |
| 30D | -3.8% | +11.4% | -15.2% | -3.7% |
| 3M | +17.9% | +4.9% | +13.0% | +17.9% |
| 6M | +26.1% | +34.4% | -8.3% | +25.2% |
| YTD | +6.7% | +28.0% | -21.3% | +5.9% |
| 1Y | -10.7% | +43.6% | -54.4% | -12.3% |
| All | -10.7% | +48.5% | -59.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling