-25.0%
PDD vs PAYX
+20.8%
-45.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -4.6% | -7.9% | +3.3% | -1.7% |
| 30D | -14.0% | -5.0% | -8.9% | -12.5% |
| 3M | -4.9% | +15.1% | -20.0% | -10.5% |
| 6M | -25.8% | +23.9% | -49.7% | -32.5% |
| YTD | -31.4% | +6.2% | -37.5% | -33.4% |
| 1Y | -37.6% | -9.6% | -27.9% | -35.1% |
| 3Y | -18.4% | +5.8% | -24.2% | -26.5% |
| 5Y | -25.0% | +22.0% | -46.9% | -45.1% |
| All | -25.0% | +20.8% | -45.7% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling