+282.9%
SPGI vs PAYX
+167.8%
+115.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -7.4% | -4.9% | -2.5% | -4.7% |
| 30D | +0.4% | -3.8% | +4.2% | +2.6% |
| 3M | +5.3% | +17.9% | -12.6% | -4.6% |
| 6M | +1.7% | +26.1% | -24.4% | -11.6% |
| YTD | -16.4% | +6.7% | -23.1% | -20.0% |
| 1Y | -20.5% | -10.7% | -9.7% | -15.9% |
| 3Y | +14.2% | +7.0% | +7.3% | +5.9% |
| 5Y | +0.6% | +22.6% | -22.0% | -15.1% |
| All | +282.9% | +167.8% | +115.0% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling