-7.5%
PAYX vs Z
-58.8%
+51.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | -4.2% | -3.0% | -1.2% | -3.5% |
| 30D | +2.9% | -4.2% | +7.1% | +3.7% |
| 3M | +23.6% | -3.7% | +27.3% | +23.6% |
| 6M | +30.0% | -24.5% | +54.5% | +36.0% |
| YTD | +12.2% | -49.3% | +61.5% | +27.4% |
| 1Y | -7.5% | -58.7% | +51.2% | +8.0% |
| All | -7.5% | -58.8% | +51.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling