+37,197.0%
PAYX vs RF
+1,537.4%
+35,659.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -4.2% | +1.3% | -5.5% | -4.5% |
| 30D | +2.9% | -3.6% | +6.5% | +3.7% |
| 3M | +23.6% | +8.1% | +15.5% | +21.4% |
| 6M | +30.0% | +11.5% | +18.6% | +26.5% |
| YTD | +12.2% | +15.6% | -3.4% | +8.1% |
| 1Y | -7.5% | +15.7% | -23.1% | -10.9% |
| 3Y | +10.1% | +86.9% | -76.8% | -6.2% |
| 5Y | +25.1% | +89.8% | -64.7% | +4.8% |
| 10Y | +171.7% | +344.7% | -173.0% | +81.1% |
| All | +37,197.0% | +1,537.4% | +35,659.5% | +13,522.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling