+72.4%
UBER vs PAYX
+73.4%
-1.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.5% |
| 7D | -5.4% | -4.9% | -0.5% | -2.9% |
| 30D | -4.9% | -3.8% | -1.1% | -3.1% |
| 3M | +3.0% | +17.9% | -14.8% | -5.6% |
| 6M | -4.4% | +26.1% | -30.5% | -15.9% |
| YTD | -12.3% | +6.7% | -19.0% | -16.1% |
| 1Y | -24.3% | -10.7% | -13.6% | -20.7% |
| 3Y | +46.4% | +7.0% | +39.5% | +35.5% |
| 5Y | +79.7% | +22.6% | +57.1% | +55.7% |
| All | +72.4% | +73.4% | -1.0% | +30.6% |
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 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