+273.7%
IR vs PAYX
+169.6%
+104.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | -4.5% | -4.9% | +0.4% | -1.8% |
| 30D | -13.9% | -3.8% | -10.1% | -12.3% |
| 3M | -0.3% | +17.9% | -18.2% | -10.1% |
| 6M | -14.3% | +26.1% | -40.4% | -26.6% |
| YTD | -7.9% | +6.7% | -14.6% | -13.3% |
| 1Y | -9.9% | -10.7% | +0.9% | -5.6% |
| 3Y | +6.5% | +7.0% | -0.4% | -2.6% |
| 5Y | +34.0% | +22.6% | +11.4% | +10.9% |
| All | +273.7% | +169.6% | +104.1% | +91.6% |
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