+257.2%
PAYX vs QSR
+205.8%
+51.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.9% | -4.0% | -0.9% | -3.4% |
| 30D | -3.8% | +2.8% | -6.5% | -4.8% |
| 3M | +17.9% | +5.1% | +12.8% | +15.6% |
| 6M | +26.1% | +8.8% | +17.3% | +21.7% |
| YTD | +6.7% | +14.8% | -8.1% | +0.9% |
| 1Y | -10.7% | +25.7% | -36.5% | -18.6% |
| 3Y | +7.0% | +27.5% | -20.6% | -4.7% |
| 5Y | +22.6% | +41.3% | -18.6% | +4.0% |
| 10Y | +166.5% | +133.8% | +32.7% | +87.3% |
| All | +257.2% | +205.8% | +51.4% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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