-10.7%
PAYX vs PBR
+74.3%
-85.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.5% |
| 7D | -4.9% | +5.4% | -10.2% | -4.7% |
| 30D | -3.8% | +22.9% | -26.7% | -3.5% |
| 3M | +17.9% | +19.6% | -1.8% | +18.1% |
| 6M | +26.1% | +16.5% | +9.6% | +27.4% |
| YTD | +6.7% | +86.7% | -79.9% | +10.6% |
| 1Y | -10.7% | +74.7% | -85.5% | -7.9% |
| All | -10.7% | +74.3% | -85.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling