+22.0%
PAYX vs TPR
+222.6%
-200.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -7.9% | -5.1% | -2.8% | -7.2% |
| 30D | -5.0% | -27.6% | +22.5% | -0.9% |
| 3M | +15.1% | -17.5% | +32.6% | +17.6% |
| 6M | +23.9% | -21.3% | +45.3% | +26.8% |
| YTD | +6.2% | -8.5% | +14.6% | +5.4% |
| 1Y | -9.6% | +11.5% | -21.1% | -13.8% |
| 3Y | +5.8% | +288.0% | -282.2% | -24.9% |
| 5Y | +22.0% | +225.2% | -203.2% | -12.4% |
| All | +22.0% | +222.6% | -200.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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