-20.1%
PDD vs PAYX
+6.4%
-26.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -5.4% | -4.9% | -0.5% | -4.8% |
| 30D | -12.6% | -3.8% | -8.8% | -12.3% |
| 3M | -4.3% | +17.9% | -22.2% | -6.4% |
| 6M | -24.4% | +26.1% | -50.5% | -26.6% |
| YTD | -31.4% | +6.7% | -38.1% | -32.1% |
| 1Y | -38.1% | -10.7% | -27.4% | -37.6% |
| 3Y | -20.1% | +7.0% | -27.1% | -20.6% |
| All | -20.1% | +6.4% | -26.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 3y: compounded portfolio wealth divided by compounded PAYX 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…
3y analysis · Full analysis span regression · 6 months rolling