-68.1%
XYZ vs PAYX
+20.8%
-88.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | -5.2% | -7.9% | +2.8% | +2.4% |
| 30D | 0.0% | -5.0% | +5.0% | +4.8% |
| 3M | +18.7% | +15.1% | +3.6% | +1.9% |
| 6M | +20.5% | +23.9% | -3.4% | -5.1% |
| YTD | +21.5% | +6.2% | +15.3% | +12.3% |
| 1Y | +7.2% | -9.6% | +16.8% | +17.0% |
| 3Y | +49.0% | +5.8% | +43.1% | +22.2% |
| 5Y | -68.1% | +22.0% | -90.1% | -77.4% |
| All | -68.1% | +20.8% | -88.9% | -77.4% |
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 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