+428.4%
PAYX vs PBF
+315.7%
+112.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | -7.5% | +1.4% | -8.8% | -7.6% |
| 30D | -5.3% | +15.8% | -21.2% | -6.9% |
| 3M | +15.6% | +90.3% | -74.7% | +7.2% |
| 6M | +19.5% | +102.8% | -83.3% | +9.4% |
| YTD | +5.8% | +187.3% | -181.6% | -7.3% |
| 1Y | -10.9% | +161.8% | -172.7% | -21.7% |
| 3Y | +5.4% | +55.5% | -50.0% | -4.4% |
| 5Y | +20.4% | +801.9% | -781.5% | -15.5% |
| 10Y | +164.1% | +362.2% | -198.1% | +72.9% |
| All | +428.4% | +315.7% | +112.8% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling