+7.0%
PAYX vs PNR
-14.5%
+21.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.9% | -6.0% | +1.2% | -3.4% |
| 30D | -3.8% | -14.0% | +10.2% | -0.3% |
| 3M | +17.9% | -21.7% | +39.6% | +24.0% |
| 6M | +26.1% | -37.3% | +63.3% | +39.8% |
| YTD | +6.7% | -45.1% | +51.9% | +23.0% |
| 1Y | -10.7% | -49.1% | +38.4% | +5.1% |
| 3Y | +7.0% | -14.8% | +21.8% | +10.0% |
| All | +7.0% | -14.5% | +21.4% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling