+23.9%
PAYX vs JBL
+21.6%
+2.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | -0.4% |
| 7D | -7.9% | -1.0% | -6.9% | -8.1% |
| 30D | -5.0% | -15.1% | +10.0% | -8.9% |
| 3M | +15.1% | -14.0% | +29.2% | +12.4% |
| 6M | +23.9% | +20.6% | +3.3% | +25.4% |
| All | +23.9% | +21.6% | +2.3% | +25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling