+9.7%
PAYX vs PCOR
-15.7%
+25.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -2.8% | +2.5% | -5.4% | -3.3% |
| 30D | +11.4% | +37.9% | -26.5% | +3.7% |
| 3M | -3.9% | +32.0% | -35.9% | -9.9% |
| 6M | +27.0% | +54.7% | -27.7% | +14.7% |
| YTD | +7.4% | +6.6% | +0.9% | +3.2% |
| 1Y | +7.9% | -1.7% | +9.6% | +5.1% |
| 3Y | +11.8% | +49.0% | -37.1% | -2.7% |
| 5Y | +9.7% | -12.5% | +22.3% | +0.1% |
| All | +9.7% | -15.7% | +25.4% | +0.1% |
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