+163.9%
ZTS vs PAYX
+435.3%
-271.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.5% | -7.9% | +3.4% | -0.4% |
| 30D | -3.3% | -5.0% | +1.7% | -0.7% |
| 3M | -9.7% | +15.1% | -24.9% | -16.3% |
| 6M | -38.8% | +23.9% | -62.8% | -45.9% |
| YTD | -41.2% | +6.2% | -47.4% | -43.8% |
| 1Y | -50.3% | -9.6% | -40.7% | -48.3% |
| 3Y | -59.1% | +5.8% | -65.0% | -62.0% |
| 5Y | -62.8% | +22.0% | -84.7% | -68.4% |
| 10Y | +57.8% | +165.1% | -107.2% | -15.7% |
| All | +163.9% | +435.3% | -271.4% | -0.8% |
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