+219.1%
PAYX vs PR
+169.5%
+49.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.6% |
| 7D | -4.2% | +2.9% | -7.1% | -4.3% |
| 30D | +2.9% | +18.0% | -15.1% | +2.2% |
| 3M | +23.6% | +16.9% | +6.8% | +22.8% |
| 6M | +30.0% | +28.2% | +1.8% | +28.6% |
| YTD | +12.2% | +69.3% | -57.1% | +9.7% |
| 1Y | -7.5% | +69.5% | -77.0% | -9.5% |
| 3Y | +10.1% | +81.7% | -71.6% | +6.9% |
| 5Y | +25.1% | +422.2% | -397.1% | +17.1% |
| 10Y | +171.7% | +110.4% | +61.4% | +183.4% |
| All | +219.1% | +169.5% | +49.6% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling