+23.6%
PAYX vs MKTX
-60.5%
+84.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | -3.8% | +0.7% | -4.5% | -3.9% |
| 3M | +17.9% | +40.8% | -22.9% | +10.7% |
| 6M | +26.1% | -8.0% | +34.1% | +27.9% |
| YTD | +6.7% | -8.7% | +15.5% | +8.4% |
| 1Y | -10.7% | -11.8% | +1.1% | -8.9% |
| 3Y | +7.0% | -24.0% | +31.0% | +9.0% |
| All | +23.6% | -60.5% | +84.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling