+0.8%
SPGI vs PAYX
+21.7%
-20.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -7.4% | -4.9% | -2.5% | -4.8% |
| 30D | +0.4% | -3.8% | +4.2% | +2.5% |
| 3M | +5.3% | +17.9% | -12.6% | -4.2% |
| 6M | +1.7% | +26.1% | -24.4% | -11.1% |
| YTD | -16.4% | +6.7% | -23.1% | -19.9% |
| 1Y | -20.5% | -10.7% | -9.7% | -16.4% |
| 3Y | +14.2% | +7.0% | +7.3% | +5.4% |
| All | +0.8% | +21.7% | -20.9% | -15.9% |
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 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