+219.6%
UPS vs PAYX
+820.7%
-601.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.4% | -7.9% | +4.5% | -0.7% |
| 30D | -2.7% | -5.0% | +2.3% | -1.1% |
| 3M | -1.6% | +15.1% | -16.8% | -6.8% |
| 6M | +2.3% | +23.9% | -21.6% | -5.9% |
| YTD | +5.6% | +6.2% | -0.6% | +2.0% |
| 1Y | +27.1% | -9.6% | +36.7% | +29.7% |
| 3Y | -26.3% | +5.8% | -32.1% | -29.7% |
| 5Y | -34.5% | +22.0% | -56.4% | -40.7% |
| 10Y | +37.1% | +165.1% | -128.0% | -5.7% |
| All | +219.6% | +820.7% | -601.1% | +49.2% |
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