+86.4%
F vs PAYX
+167.8%
-81.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -4.4% | -4.9% | +0.4% | -1.8% |
| 30D | +1.0% | -3.8% | +4.8% | +3.0% |
| 3M | -4.0% | +17.9% | -21.9% | -13.1% |
| 6M | +18.1% | +26.1% | -8.0% | +1.3% |
| YTD | +10.2% | +6.7% | +3.4% | +3.7% |
| 1Y | +24.3% | -10.7% | +35.1% | +30.2% |
| 3Y | +38.1% | +7.0% | +31.1% | +25.7% |
| 5Y | +50.2% | +22.6% | +27.6% | +25.5% |
| All | +86.4% | +167.8% | -81.4% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling