+14.1%
SPGI vs PAYX
+5.8%
+8.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -8.9% | -7.9% | -1.0% | -5.2% |
| 30D | +0.6% | -5.0% | +5.7% | +3.2% |
| 3M | +2.0% | +15.1% | -13.1% | -5.1% |
| 6M | +0.1% | +23.9% | -23.8% | -10.2% |
| YTD | -16.4% | +6.2% | -22.6% | -19.8% |
| 1Y | -18.9% | -9.6% | -9.3% | -17.2% |
| All | +14.1% | +5.8% | +8.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling