-25.1%
TGT vs PAYX
+21.7%
-46.8%
-64.4%
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% | -0.1% |
| 7D | -5.2% | -4.9% | -0.4% | -3.4% |
| 30D | +1.2% | -3.8% | +5.0% | +2.7% |
| 3M | +18.4% | +17.9% | +0.5% | +10.6% |
| 6M | +33.4% | +26.1% | +7.4% | +20.4% |
| YTD | +63.8% | +6.7% | +57.1% | +58.8% |
| 1Y | +77.2% | -10.7% | +87.9% | +86.7% |
| 3Y | +41.8% | +7.0% | +34.8% | +31.4% |
| All | -25.1% | +21.7% | -46.8% | -32.0% |
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