+22.0%
PAYX vs S
-70.4%
+92.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -5.0% | -11.8% | +6.8% | -3.7% |
| 3M | +15.1% | +33.9% | -18.8% | +10.8% |
| 6M | +23.9% | +40.1% | -16.2% | +18.3% |
| YTD | +6.2% | +32.1% | -25.9% | +1.9% |
| 1Y | -9.6% | +11.0% | -20.7% | -11.9% |
| 3Y | +5.8% | +16.9% | -11.1% | +0.1% |
| 5Y | +22.0% | -68.9% | +90.9% | +23.9% |
| All | +22.0% | -70.4% | +92.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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