+22.9%
PAYX vs Z
-66.0%
+88.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.8% |
| 7D | -7.9% | -11.6% | +3.7% | -6.1% |
| 30D | -5.0% | -8.5% | +3.4% | -3.7% |
| 3M | +15.1% | -7.9% | +23.0% | +16.3% |
| 6M | +23.9% | -29.1% | +53.0% | +29.7% |
| YTD | +6.2% | -54.2% | +60.4% | +18.2% |
| 1Y | -9.6% | -63.5% | +53.9% | +3.6% |
| 3Y | +5.8% | -38.6% | +44.4% | +9.9% |
| All | +22.9% | -66.0% | +88.9% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling