-10.7%
PAYX vs M
+34.0%
-44.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | +0.4% |
| 7D | -4.9% | -4.2% | -0.6% | -4.8% |
| 30D | -3.8% | -7.2% | +3.4% | -3.7% |
| 3M | +17.9% | -11.1% | +29.0% | +18.1% |
| 6M | +26.1% | +28.8% | -2.7% | +24.6% |
| YTD | +6.7% | +2.0% | +4.7% | +7.4% |
| 1Y | -10.7% | +31.3% | -42.0% | -13.1% |
| All | -10.7% | +34.0% | -44.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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