+6.4%
PAYX vs STZ
-49.0%
+55.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -7.9% | -4.1% | -3.8% | -7.3% |
| 30D | -5.0% | -7.6% | +2.5% | -3.8% |
| 3M | +15.1% | -12.3% | +27.4% | +17.4% |
| 6M | +23.9% | -16.3% | +40.2% | +26.7% |
| YTD | +6.2% | -8.4% | +14.5% | +5.6% |
| 1Y | -9.6% | -10.8% | +1.2% | -9.7% |
| All | +6.4% | -49.0% | +55.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling