+3,973.2%
PG vs PAYX
+35,385.9%
-31,412.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -4.9% | +4.1% | 0.0% |
| 30D | +0.8% | -3.8% | +4.6% | +1.4% |
| 3M | -1.3% | +17.9% | -19.2% | -4.2% |
| 6M | -3.8% | +26.1% | -29.9% | -7.8% |
| YTD | +3.6% | +6.7% | -3.1% | +1.9% |
| 1Y | -5.7% | -10.7% | +5.0% | -4.5% |
| 3Y | +1.6% | +7.0% | -5.4% | -0.7% |
| 5Y | +14.6% | +22.6% | -8.0% | +8.9% |
| 10Y | +121.2% | +166.5% | -45.3% | +84.3% |
| All | +3,973.2% | +35,385.9% | -31,412.7% | +1,764.0% |
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