+198.7%
PDD vs PAYX
+108.9%
+89.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -1.7% |
| 7D | -4.1% | -6.9% | +2.8% | -1.9% |
| 30D | -13.1% | -2.6% | -10.5% | -12.6% |
| 3M | -3.5% | +19.4% | -22.9% | -9.3% |
| 6M | -21.8% | +18.7% | -40.4% | -26.6% |
| YTD | -29.7% | +7.8% | -37.5% | -32.0% |
| 1Y | -36.2% | -9.9% | -26.4% | -34.6% |
| 3Y | -16.4% | +7.4% | -23.8% | -21.5% |
| 5Y | -23.8% | +21.8% | -45.7% | -31.4% |
| All | +198.7% | +108.9% | +89.8% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling