-10.7%
PAYX vs PNC
+25.1%
-35.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | -3.8% | -4.4% | +0.6% | -3.0% |
| 3M | +17.9% | +5.2% | +12.6% | +16.6% |
| 6M | +26.1% | +20.6% | +5.4% | +20.7% |
| YTD | +6.7% | +19.8% | -13.0% | +2.6% |
| 1Y | -10.7% | +24.4% | -35.2% | -17.8% |
| All | -10.7% | +25.1% | -35.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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