+247.0%
PAYX vs Z
+17.0%
+229.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.4% | +2.5% | -3.0% |
| 7D | -6.9% | -3.3% | -3.7% | -6.5% |
| 30D | -2.6% | -3.7% | +1.1% | -2.1% |
| 3M | +19.4% | -7.0% | +26.4% | +20.4% |
| 6M | +18.7% | -29.5% | +48.2% | +24.2% |
| YTD | +7.8% | -52.6% | +60.3% | +19.1% |
| 1Y | -9.9% | -64.0% | +54.1% | +3.3% |
| 3Y | +7.4% | -36.4% | +43.9% | +10.5% |
| 5Y | +21.8% | -65.8% | +87.6% | +30.2% |
| 10Y | +161.3% | -5.8% | +167.1% | +116.2% |
| All | +247.0% | +17.0% | +229.9% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling