+21.8%
PAYX vs PCOR
-43.2%
+65.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.8% | -3.3% |
| 7D | -6.9% | -6.9% | 0.0% | -5.5% |
| 30D | -2.6% | -1.5% | -1.0% | -2.3% |
| 3M | +19.4% | +18.5% | +0.9% | +14.9% |
| 6M | +18.7% | -4.7% | +23.3% | +18.3% |
| YTD | +7.8% | -22.8% | +30.5% | +11.3% |
| 1Y | -9.9% | -20.7% | +10.9% | -7.8% |
| 3Y | +7.4% | -14.6% | +22.0% | +5.0% |
| 5Y | +21.8% | -40.7% | +62.6% | +19.4% |
| All | +21.8% | -43.2% | +65.0% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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