+133.6%
SLB vs PAYX
+20.8%
+112.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -2.4% | -7.9% | +5.5% | 0.0% |
| 30D | +4.9% | -5.0% | +9.9% | +6.4% |
| 3M | +1.4% | +15.1% | -13.7% | -3.6% |
| 6M | +17.6% | +23.9% | -6.3% | +8.6% |
| YTD | +48.3% | +6.2% | +42.2% | +44.6% |
| 1Y | +58.7% | -9.6% | +68.3% | +64.8% |
| 3Y | +0.6% | +5.8% | -5.3% | -1.3% |
| 5Y | +133.6% | +22.0% | +111.6% | +135.7% |
| All | +133.6% | +20.8% | +112.8% | +135.7% |
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