+635.0%
PAYX vs EXEL
+268.9%
+366.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -7.5% | -0.3% | -7.1% | -7.4% |
| 30D | -5.3% | +10.1% | -15.4% | -6.3% |
| 3M | +15.6% | +10.1% | +5.5% | +14.2% |
| 6M | +19.5% | +37.7% | -18.2% | +14.9% |
| YTD | +5.8% | +33.1% | -27.3% | +1.9% |
| 1Y | -10.9% | +52.4% | -63.2% | -15.6% |
| 3Y | +5.4% | +163.8% | -158.4% | -7.2% |
| 5Y | +20.4% | +198.5% | -178.1% | +3.8% |
| 10Y | +164.1% | +386.9% | -222.8% | +105.2% |
| All | +635.0% | +268.9% | +366.1% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling