+3,061.7%
SPY vs PAYX
+12,330.3%
-9,268.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -0.4% | -7.5% | +7.1% | +2.1% |
| 30D | -1.4% | -5.3% | +3.9% | +0.2% |
| 3M | +3.7% | +15.6% | -11.9% | -1.5% |
| 6M | +13.0% | +19.5% | -6.5% | +5.7% |
| YTD | +12.4% | +5.8% | +6.6% | +8.9% |
| 1Y | +18.5% | -10.9% | +29.4% | +21.1% |
| 3Y | +77.6% | +5.4% | +72.2% | +70.2% |
| 5Y | +81.7% | +20.4% | +61.3% | +66.6% |
| 10Y | +319.7% | +164.1% | +155.6% | +201.1% |
| All | +3,061.7% | +12,330.3% | -9,268.6% | +1,114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling