-10.9%
PAYX vs PR
+77.2%
-88.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.9% |
| 7D | -7.5% | -0.8% | -6.6% | -7.4% |
| 30D | -5.3% | +11.3% | -16.6% | -5.5% |
| 3M | +15.6% | +24.1% | -8.5% | +14.6% |
| 6M | +19.5% | +25.4% | -5.9% | +18.5% |
| YTD | +5.8% | +71.2% | -65.4% | +5.1% |
| 1Y | -10.9% | +78.6% | -89.5% | -9.9% |
| All | -10.9% | +77.2% | -88.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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