+213.7%
ICE vs PAYX
+167.8%
+45.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -2.4% | -4.9% | +2.5% | -0.1% |
| 30D | +4.0% | -3.8% | +7.8% | +5.8% |
| 3M | +13.7% | +17.9% | -4.2% | +4.9% |
| 6M | +0.9% | +26.1% | -25.1% | -10.1% |
| YTD | -2.1% | +6.7% | -8.9% | -5.9% |
| 1Y | -9.5% | -10.7% | +1.2% | -5.5% |
| 3Y | +42.1% | +7.0% | +35.1% | +33.0% |
| 5Y | +41.4% | +22.6% | +18.8% | +22.7% |
| All | +213.7% | +167.8% | +45.8% | +82.1% |
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