-5.7%
PAYX vs IRE
-85.3%
+79.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.8% | +8.2% | +0.1% |
| 7D | -7.9% | +7.9% | -15.9% | -7.6% |
| 30D | -5.0% | +9.3% | -14.3% | -4.3% |
| 3M | +15.1% | -52.3% | +67.4% | +15.9% |
| 6M | +23.9% | -38.5% | +62.4% | +26.1% |
| YTD | +6.2% | -54.8% | +61.0% | +8.0% |
| All | -5.7% | -85.3% | +79.5% | -3.6% |
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