+28.0%
PAYX vs S
-57.8%
+85.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.7% | -3.7% |
| 7D | -6.9% | -5.8% | -1.1% | -6.3% |
| 30D | -2.6% | -9.2% | +6.6% | -1.6% |
| 3M | +19.4% | +23.4% | -3.9% | +16.3% |
| 6M | +18.7% | +36.9% | -18.3% | +14.0% |
| YTD | +7.8% | +29.5% | -21.7% | +4.0% |
| 1Y | -9.9% | +5.4% | -15.3% | -11.5% |
| 3Y | +7.4% | +14.7% | -7.3% | +2.4% |
| 5Y | +21.8% | -71.5% | +93.4% | +20.4% |
| All | +28.0% | -57.8% | +85.8% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling