+23.6%
PAYX vs IT
-42.9%
+66.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | -1.2% |
| 7D | -4.9% | -3.7% | -1.2% | -3.7% |
| 30D | -3.8% | +0.1% | -3.9% | -4.0% |
| 3M | +17.9% | +20.7% | -2.8% | +9.0% |
| 6M | +26.1% | +12.0% | +14.1% | +19.0% |
| YTD | +6.7% | -28.8% | +35.6% | +15.6% |
| 1Y | -10.7% | -25.5% | +14.8% | -5.3% |
| 3Y | +7.0% | -48.8% | +55.7% | +24.3% |
| All | +23.6% | -42.9% | +66.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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