-10.7%
PAYX vs JBL
+47.2%
-57.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +1.4% |
| 7D | -4.9% | +2.4% | -7.3% | -4.4% |
| 30D | -3.8% | -13.1% | +9.3% | -6.1% |
| 3M | +17.9% | -15.6% | +33.5% | +16.1% |
| 6M | +26.1% | +24.6% | +1.5% | +27.9% |
| YTD | +6.7% | +39.6% | -32.9% | +9.3% |
| 1Y | -10.7% | +48.6% | -59.4% | -9.0% |
| All | -10.7% | +47.2% | -57.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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