+164.0%
PAYX vs SONY
+293.1%
-129.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -4.9% | -2.7% | -2.2% | -4.0% |
| 30D | -3.8% | +1.5% | -5.3% | -4.3% |
| 3M | +17.9% | +13.0% | +4.9% | +13.0% |
| 6M | +26.1% | +11.2% | +14.9% | +20.9% |
| YTD | +6.7% | -6.6% | +13.4% | +8.4% |
| 1Y | -10.7% | -18.1% | +7.4% | -5.6% |
| 3Y | +7.0% | +42.1% | -35.1% | -9.9% |
| 5Y | +22.6% | +11.0% | +11.6% | +11.1% |
| All | +164.0% | +293.1% | -129.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling