+17,171.0%
PAYX vs ROP
+24,346.7%
-7,175.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -7.9% | -8.0% | +0.1% | -5.7% |
| 30D | -5.0% | -2.7% | -2.3% | -4.3% |
| 3M | +15.1% | +16.6% | -1.5% | +10.3% |
| 6M | +23.9% | +10.4% | +13.6% | +20.7% |
| YTD | +6.2% | -12.1% | +18.3% | +10.0% |
| 1Y | -9.6% | -23.6% | +14.0% | -2.7% |
| 3Y | +5.8% | -19.3% | +25.2% | +12.2% |
| 5Y | +22.0% | -15.4% | +37.3% | +27.7% |
| 10Y | +165.1% | +134.6% | +30.5% | +118.2% |
| All | +17,171.0% | +24,346.7% | -7,175.8% | +7,721.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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