+23.6%
PAYX vs PH
+251.9%
-228.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -4.9% | -1.3% | -3.6% | -4.5% |
| 30D | -3.8% | -11.0% | +7.2% | -0.6% |
| 3M | +17.9% | +5.5% | +12.4% | +15.3% |
| 6M | +26.1% | +1.5% | +24.6% | +24.1% |
| YTD | +6.7% | +8.8% | -2.0% | +2.0% |
| 1Y | -10.7% | +24.5% | -35.2% | -19.3% |
| 3Y | +7.0% | +141.2% | -134.2% | -29.6% |
| All | +23.6% | +251.9% | -228.4% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling