+512.9%
XYZ vs PAYX
+203.1%
+309.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | +0.2% |
| 7D | +2.9% | -6.9% | +9.8% | +9.4% |
| 30D | +1.4% | -2.6% | +4.0% | +3.6% |
| 3M | +14.6% | +19.4% | -4.9% | -3.5% |
| 6M | +20.8% | +18.7% | +2.1% | +1.2% |
| YTD | +23.1% | +7.8% | +15.3% | +12.6% |
| 1Y | +5.6% | -9.9% | +15.5% | +13.3% |
| 3Y | +50.9% | +7.4% | +43.5% | +31.5% |
| 5Y | -68.6% | +21.8% | -90.4% | -74.0% |
| 10Y | +580.0% | +161.3% | +418.7% | +216.1% |
| All | +512.9% | +203.1% | +309.7% | +162.5% |
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