+23.6%
PAYX vs PBF
+799.3%
-775.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -4.9% | +5.3% | -10.2% | -5.2% |
| 30D | -3.8% | +11.7% | -15.5% | -4.6% |
| 3M | +17.9% | +91.1% | -73.2% | +12.1% |
| 6M | +26.1% | +88.4% | -62.4% | +19.7% |
| YTD | +6.7% | +194.1% | -187.3% | -2.3% |
| 1Y | -10.7% | +180.4% | -191.2% | -18.5% |
| 3Y | +7.0% | +59.3% | -52.3% | -0.3% |
| All | +23.6% | +799.3% | -775.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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