+35,385.9%
PAYX vs PNR
+3,426.6%
+31,959.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.9% | -6.0% | +1.2% | -3.0% |
| 30D | -3.8% | -14.0% | +10.2% | +0.7% |
| 3M | +17.9% | -21.7% | +39.6% | +26.2% |
| 6M | +26.1% | -37.3% | +63.3% | +43.5% |
| YTD | +6.7% | -45.1% | +51.9% | +26.2% |
| 1Y | -10.7% | -49.1% | +38.4% | +8.0% |
| 3Y | +7.0% | -14.8% | +21.8% | +8.5% |
| 5Y | +22.6% | -21.0% | +43.6% | +25.6% |
| 10Y | +166.5% | +64.7% | +101.8% | +115.0% |
| All | +35,385.9% | +3,426.6% | +31,959.3% | +13,404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling