-4.3%
PAYX vs IRE
-98.1%
+93.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.4% | +14.8% | -0.2% |
| 7D | -1.2% | -31.8% | +30.7% | -2.6% |
| 30D | +7.8% | -71.8% | +79.6% | +4.2% |
| 3M | -6.8% | -88.9% | +82.1% | -12.2% |
| 6M | +31.3% | -95.4% | +126.7% | +24.4% |
| YTD | +7.7% | -94.2% | +102.0% | +3.3% |
| 1Y | +8.1% | -97.1% | +105.2% | +4.0% |
| All | -4.3% | -98.1% | +93.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling