+241.4%
UAL vs PAYX
+543.2%
-301.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | +0.8% |
| 7D | +3.5% | -6.9% | +10.4% | +10.2% |
| 30D | -16.5% | -2.6% | -13.9% | -15.0% |
| 3M | +2.8% | +19.4% | -16.7% | -15.1% |
| 6M | +17.6% | +18.7% | -1.1% | -4.7% |
| YTD | -3.2% | +7.8% | -11.0% | -14.9% |
| 1Y | +0.4% | -9.9% | +10.3% | +4.3% |
| 3Y | +128.2% | +7.4% | +120.7% | +92.4% |
| 5Y | +137.7% | +21.8% | +115.9% | +70.8% |
| 10Y | +99.1% | +161.3% | -62.1% | -42.0% |
| All | +241.4% | +543.2% | -301.8% | -63.1% |
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