+12.2%
PAYX vs FIVE
+40.0%
-27.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | +2.7% | -3.8% | -1.3% |
| 30D | +7.8% | +12.7% | -4.8% | +7.3% |
| 3M | -6.8% | +2.1% | -8.9% | -7.0% |
| 6M | +31.3% | +17.5% | +13.8% | +30.4% |
| YTD | +7.7% | +31.0% | -23.2% | +6.3% |
| 1Y | +8.1% | +67.7% | -59.7% | +5.7% |
| 3Y | +12.2% | +43.4% | -31.2% | +6.9% |
| All | +12.2% | +40.0% | -27.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling