+203.9%
PAYX vs PR
+149.9%
+54.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -0.6% | -12.4% | +11.7% | -0.2% |
| 30D | +11.5% | -6.6% | +18.0% | +11.7% |
| 3M | -3.4% | +7.5% | -10.9% | -3.8% |
| 6M | +26.3% | +10.8% | +15.5% | +25.6% |
| YTD | +6.9% | +57.0% | -50.2% | +4.7% |
| 1Y | +7.1% | +67.9% | -60.9% | +4.7% |
| 3Y | +12.6% | +87.6% | -75.0% | +9.1% |
| 5Y | +9.5% | +220.4% | -210.9% | +3.5% |
| 10Y | +184.3% | +64.8% | +119.5% | +196.2% |
| All | +203.9% | +149.9% | +54.1% | +214.0% |
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