+35,064.1%
PAYX vs PH
+24,840.9%
+10,223.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -5.3% | -10.3% | +5.0% | -1.7% |
| 3M | +15.6% | +5.1% | +10.6% | +12.9% |
| 6M | +19.5% | +2.3% | +17.2% | +16.8% |
| YTD | +5.8% | +8.7% | -2.9% | +0.8% |
| 1Y | -10.9% | +26.8% | -37.6% | -20.1% |
| 3Y | +5.4% | +139.2% | -133.8% | -27.0% |
| 5Y | +20.4% | +251.1% | -230.7% | -28.6% |
| 10Y | +164.1% | +812.6% | -648.5% | +6.5% |
| All | +35,064.1% | +24,840.9% | +10,223.2% | +5,116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling