-10.7%
PAYX vs PH
+25.3%
-36.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.9% |
| 7D | -4.9% | -1.3% | -3.6% | -5.1% |
| 30D | -3.8% | -11.0% | +7.2% | -6.5% |
| 3M | +17.9% | +5.5% | +12.4% | +19.6% |
| 6M | +26.1% | +1.5% | +24.6% | +28.1% |
| YTD | +6.7% | +8.8% | -2.0% | +8.8% |
| 1Y | -10.7% | +24.5% | -35.2% | -8.2% |
| All | -10.7% | +25.3% | -36.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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