+23.6%
PAYX vs STZ
-37.6%
+61.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -4.9% | -4.5% | -0.4% | -3.6% |
| 30D | -3.8% | -8.6% | +4.8% | -1.4% |
| 3M | +17.9% | -13.8% | +31.6% | +22.5% |
| 6M | +26.1% | -17.2% | +43.2% | +31.7% |
| YTD | +6.7% | -9.4% | +16.1% | +7.1% |
| 1Y | -10.7% | -11.9% | +1.1% | -9.8% |
| 3Y | +7.0% | -49.6% | +56.6% | +29.8% |
| All | +23.6% | -37.6% | +61.2% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling