+6.4%
PAYX vs M
+97.0%
-90.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.7% |
| 7D | -7.9% | -8.8% | +0.9% | -7.3% |
| 30D | -5.0% | -16.4% | +11.3% | -3.8% |
| 3M | +15.1% | -10.8% | +25.9% | +15.9% |
| 6M | +23.9% | +16.1% | +7.8% | +21.9% |
| YTD | +6.2% | -5.3% | +11.4% | +6.2% |
| 1Y | -9.6% | +24.9% | -34.5% | -12.1% |
| All | +6.4% | +97.0% | -90.7% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling