+8.7%
PAYX vs PNR
-31.2%
+39.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.2% |
| 7D | +9.7% | +11.9% | -2.2% | +8.3% |
| 30D | +20.2% | +37.1% | -17.0% | +15.4% |
| 3M | +1.1% | +5.7% | -4.6% | +0.9% |
| 6M | +32.7% | -5.7% | +38.4% | +33.2% |
| YTD | +10.5% | -29.8% | +40.3% | +18.4% |
| 1Y | +8.7% | -31.8% | +40.5% | +18.8% |
| All | +8.7% | -31.2% | +39.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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