+22.0%
PAYX vs FIVE
+30.6%
-8.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.6% |
| 7D | -7.9% | +0.6% | -8.5% | -8.0% |
| 30D | -5.0% | +3.0% | -8.1% | -5.5% |
| 3M | +15.1% | +23.2% | -8.1% | +12.1% |
| 6M | +23.9% | +9.2% | +14.8% | +21.8% |
| YTD | +6.2% | +28.1% | -21.9% | +2.2% |
| 1Y | -9.6% | +65.3% | -74.9% | -16.1% |
| 3Y | +5.8% | +49.4% | -43.6% | -1.9% |
| 5Y | +22.0% | +29.5% | -7.6% | +14.3% |
| All | +22.0% | +30.6% | -8.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling