+488.8%
PAYX vs FIVE
+868.1%
-379.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.8% | -3.6% |
| 7D | -4.2% | +4.3% | -8.5% | -4.9% |
| 30D | +2.9% | +12.5% | -9.6% | +0.7% |
| 3M | +23.6% | +31.2% | -7.6% | +17.5% |
| 6M | +30.0% | +14.4% | +15.7% | +25.7% |
| YTD | +12.2% | +33.9% | -21.7% | +5.3% |
| 1Y | -7.5% | +65.1% | -72.5% | -16.7% |
| 3Y | +10.1% | +49.0% | -38.8% | -3.7% |
| 5Y | +25.1% | +30.3% | -5.2% | +9.1% |
| 10Y | +171.7% | +481.1% | -309.4% | +77.1% |
| All | +488.8% | +868.1% | -379.4% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling