+6.4%
PAYX vs PH
+133.8%
-127.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -7.9% | -3.1% | -4.8% | -7.5% |
| 30D | -5.0% | -11.8% | +6.7% | -3.3% |
| 3M | +15.1% | +6.9% | +8.2% | +13.3% |
| 6M | +23.9% | -1.3% | +25.2% | +23.6% |
| YTD | +6.2% | +7.0% | -0.8% | +3.4% |
| 1Y | -9.6% | +23.1% | -32.7% | -15.5% |
| All | +6.4% | +133.8% | -127.4% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling