+12.1%
PAYX vs IP
+25.8%
-13.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.9% |
| 7D | -4.2% | -5.3% | +1.1% | -3.6% |
| 30D | +2.9% | -10.9% | +13.8% | +4.2% |
| 3M | +23.6% | +11.2% | +12.5% | +21.6% |
| 6M | +30.0% | -10.2% | +40.3% | +31.4% |
| YTD | +12.2% | -2.0% | +14.2% | +11.6% |
| 1Y | -7.5% | -19.1% | +11.6% | -5.5% |
| All | +12.1% | +25.8% | -13.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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