+3,200.4%
PFE vs PAYX
+35,064.1%
-31,863.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.4% |
| 7D | -4.3% | -7.5% | +3.2% | -2.6% |
| 30D | +2.7% | -5.3% | +8.0% | +3.9% |
| 3M | +10.0% | +15.6% | -5.6% | +6.3% |
| 6M | +7.2% | +19.5% | -12.3% | +2.5% |
| YTD | +17.3% | +5.8% | +11.6% | +15.1% |
| 1Y | +20.3% | -10.9% | +31.2% | +22.4% |
| 3Y | -1.6% | +5.4% | -7.1% | -4.3% |
| 5Y | -21.4% | +20.4% | -41.8% | -26.3% |
| 10Y | +35.2% | +164.1% | -128.8% | +6.0% |
| All | +3,200.4% | +35,064.1% | -31,863.8% | +1,177.8% |
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 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