+16,680.4%
PAYX vs M
+383.6%
+16,296.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.4% |
| 7D | -6.9% | +2.4% | -9.3% | -7.4% |
| 30D | -2.6% | -11.6% | +9.0% | -0.3% |
| 3M | +19.4% | +1.6% | +17.8% | +18.5% |
| 6M | +18.7% | +25.2% | -6.6% | +12.6% |
| YTD | +7.8% | +3.8% | +4.0% | +5.6% |
| 1Y | -9.9% | +36.3% | -46.2% | -16.7% |
| 3Y | +7.4% | +116.3% | -108.9% | -14.3% |
| 5Y | +21.8% | +28.2% | -6.3% | +1.4% |
| 10Y | +161.3% | -3.4% | +164.7% | +93.9% |
| All | +16,680.4% | +383.6% | +16,296.8% | +7,191.9% |
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