+20.4%
PAYX vs ACGL
+152.7%
-132.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -7.5% | -2.1% | -5.3% | -6.7% |
| 30D | -5.3% | -2.2% | -3.1% | -4.6% |
| 3M | +15.6% | +6.3% | +9.3% | +13.5% |
| 6M | +19.5% | +0.5% | +18.9% | +19.2% |
| YTD | +5.8% | +0.2% | +5.6% | +5.4% |
| 1Y | -10.9% | +7.3% | -18.1% | -13.3% |
| 3Y | +5.4% | +30.8% | -25.4% | -4.8% |
| 5Y | +20.4% | +155.8% | -135.4% | -17.2% |
| All | +20.4% | +152.7% | -132.3% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling