+164.0%
PAYX vs Z
-2.5%
+166.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.1% |
| 7D | -4.9% | -6.0% | +1.2% | -4.0% |
| 30D | -3.8% | -2.3% | -1.5% | -3.5% |
| 3M | +17.9% | -0.6% | +18.5% | +17.7% |
| 6M | +26.1% | -27.6% | +53.7% | +31.5% |
| YTD | +6.7% | -52.4% | +59.1% | +18.0% |
| 1Y | -10.7% | -63.6% | +52.8% | +2.3% |
| 3Y | +7.0% | -36.4% | +43.4% | +10.0% |
| 5Y | +22.6% | -64.6% | +87.2% | +30.4% |
| All | +164.0% | -2.5% | +166.5% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling