+3,137.7%
PEP vs PAYX
+35,064.1%
-31,926.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -1.7% | -7.5% | +5.8% | -0.3% |
| 30D | +0.3% | -5.3% | +5.6% | +1.3% |
| 3M | -3.2% | +15.6% | -18.9% | -5.9% |
| 6M | -13.6% | +19.5% | -33.0% | -16.7% |
| YTD | -1.9% | +5.8% | -7.6% | -3.4% |
| 1Y | -0.6% | -10.9% | +10.3% | +0.9% |
| 3Y | -13.6% | +5.4% | -19.0% | -15.4% |
| 5Y | +3.2% | +20.4% | -17.2% | -1.9% |
| 10Y | +79.1% | +164.1% | -85.0% | +47.8% |
| All | +3,137.7% | +35,064.1% | -31,926.5% | +1,319.4% |
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