+42,231.2%
PGR vs PAYX
+35,385.9%
+6,845.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -0.6% | -4.9% | +4.2% | +0.6% |
| 30D | +4.9% | -3.8% | +8.7% | +5.9% |
| 3M | +7.6% | +17.9% | -10.2% | +3.2% |
| 6M | +8.3% | +26.1% | -17.8% | +1.8% |
| YTD | +1.7% | +6.7% | -5.0% | -0.4% |
| 1Y | -6.8% | -10.7% | +3.9% | -4.7% |
| 3Y | +73.4% | +7.0% | +66.5% | +68.6% |
| 5Y | +161.2% | +22.6% | +138.6% | +143.4% |
| 10Y | +819.5% | +166.5% | +653.0% | +602.3% |
| All | +42,231.2% | +35,385.9% | +6,845.2% | +20,395.0% |
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