+10.5%
PAYX vs RF
+45.7%
-35.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | +0.5% | +0.3% | +0.1% | +0.3% |
| 30D | +12.9% | +6.2% | +6.7% | +10.7% |
| 3M | -3.1% | -7.8% | +4.7% | -0.7% |
| 6M | +27.9% | +5.9% | +22.0% | +25.3% |
| YTD | +8.2% | +9.0% | -0.8% | +4.6% |
| 1Y | +8.9% | +19.3% | -10.4% | +2.2% |
| 3Y | +12.6% | +116.4% | -103.8% | -15.0% |
| All | +10.5% | +45.7% | -35.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 5y: compounded portfolio wealth divided by compounded RF 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…
5y analysis · Full analysis span regression · 6 months rolling