+778.2%
PM vs PAYX
+594.4%
+183.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -1.2% | -7.5% | +6.3% | +1.7% |
| 30D | -0.2% | -5.3% | +5.2% | +1.8% |
| 3M | +4.9% | +15.6% | -10.7% | -1.1% |
| 6M | +9.0% | +19.5% | -10.4% | +0.9% |
| YTD | +17.8% | +5.8% | +12.0% | +13.8% |
| 1Y | +16.8% | -10.9% | +27.7% | +20.7% |
| 3Y | +125.4% | +5.4% | +120.0% | +112.5% |
| 5Y | +128.7% | +20.4% | +108.3% | +98.4% |
| 10Y | +211.8% | +164.1% | +47.7% | +82.0% |
| All | +778.2% | +594.4% | +183.7% | +210.0% |
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