+35,385.9%
PAYX vs PNC
+4,076.3%
+31,309.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -3.8% | -4.4% | +0.6% | -2.4% |
| 3M | +17.9% | +5.2% | +12.6% | +15.7% |
| 6M | +26.1% | +20.6% | +5.4% | +17.9% |
| YTD | +6.7% | +19.8% | -13.0% | -0.1% |
| 1Y | -10.7% | +24.4% | -35.2% | -17.7% |
| 3Y | +7.0% | +131.2% | -124.3% | -20.9% |
| 5Y | +22.6% | +53.1% | -30.5% | +2.4% |
| 10Y | +166.5% | +276.8% | -110.3% | +61.8% |
| All | +35,385.9% | +4,076.3% | +31,309.6% | +6,818.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling