+164.0%
PAYX vs ACGL
+276.6%
-112.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -4.9% | -2.0% | -2.8% | -3.9% |
| 30D | -3.8% | -1.2% | -2.6% | -3.2% |
| 3M | +17.9% | +5.4% | +12.4% | +15.0% |
| 6M | +26.1% | +1.4% | +24.7% | +25.0% |
| YTD | +6.7% | +0.2% | +6.6% | +6.1% |
| 1Y | -10.7% | +4.1% | -14.9% | -13.1% |
| 3Y | +7.0% | +28.2% | -21.3% | -8.3% |
| 5Y | +22.6% | +159.5% | -136.9% | -30.2% |
| All | +164.0% | +276.6% | -112.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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