+7.4%
PAYX vs PR
+87.2%
-79.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.2% | -4.1% |
| 7D | -6.9% | -0.6% | -6.3% | -6.9% |
| 30D | -2.6% | +17.4% | -20.0% | -4.2% |
| 3M | +19.4% | +21.8% | -2.3% | +16.7% |
| 6M | +18.7% | +27.6% | -8.9% | +15.2% |
| YTD | +7.8% | +71.4% | -63.6% | +1.1% |
| 1Y | -9.9% | +78.3% | -88.2% | -15.9% |
| 3Y | +7.4% | +85.5% | -78.1% | -2.2% |
| All | +7.4% | +87.2% | -79.8% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling