-0.4%
PAYX vs IRE
-84.4%
+84.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +14.0% | -16.7% | -2.2% |
| 7D | -4.2% | +54.8% | -59.0% | -2.6% |
| 30D | +2.9% | +18.4% | -15.5% | +4.1% |
| 3M | +23.6% | -66.7% | +90.4% | +23.7% |
| 6M | +30.0% | -52.3% | +82.3% | +32.0% |
| YTD | +12.2% | -52.3% | +64.5% | +14.3% |
| All | -0.4% | -84.4% | +84.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling