+16,670.1%
PAYX vs M
+436.6%
+16,233.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.2% | +7.0% | -8.2% | -2.6% |
| 30D | +7.8% | +8.9% | -1.1% | +5.8% |
| 3M | -6.8% | +4.5% | -11.3% | -7.9% |
| 6M | +31.3% | +36.2% | -4.9% | +22.4% |
| YTD | +7.7% | +15.1% | -7.4% | +3.1% |
| 1Y | +8.1% | +27.4% | -19.4% | +1.2% |
| 3Y | +12.2% | +160.1% | -148.0% | -13.7% |
| 5Y | +8.9% | -1.6% | +10.5% | -3.4% |
| 10Y | +179.0% | -7.7% | +186.7% | +109.8% |
| All | +16,670.1% | +436.6% | +16,233.5% | +7,018.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling