-19.0%
PFE vs PAYX
+21.7%
-40.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -2.6% | -4.9% | +2.3% | -1.4% |
| 30D | +5.4% | -3.8% | +9.2% | +6.3% |
| 3M | +7.8% | +17.9% | -10.1% | +3.4% |
| 6M | +5.0% | +26.1% | -21.1% | -1.2% |
| YTD | +17.1% | +6.7% | +10.3% | +14.9% |
| 1Y | +19.3% | -10.7% | +30.1% | +22.8% |
| 3Y | -0.9% | +7.0% | -7.9% | -4.2% |
| All | -19.0% | +21.7% | -40.7% | -22.8% |
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