+38.2%
QCOM vs PAYX
+20.8%
+17.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +4.9% | -7.9% | +12.8% | +9.1% |
| 30D | +9.3% | -5.0% | +14.4% | +11.8% |
| 3M | -7.0% | +15.1% | -22.1% | -15.1% |
| 6M | +32.0% | +23.9% | +8.1% | +13.9% |
| YTD | +5.0% | +6.2% | -1.1% | -0.3% |
| 1Y | +13.6% | -9.6% | +23.2% | +19.6% |
| 3Y | +77.6% | +5.8% | +71.8% | +60.8% |
| 5Y | +38.2% | +22.0% | +16.3% | +14.5% |
| All | +38.2% | +20.8% | +17.4% | +14.5% |
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