+560.4%
PAYX vs ACWI
+344.2%
+216.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.6% |
| 7D | -2.8% | -0.7% | -2.2% | -2.5% |
| 30D | +11.4% | -2.0% | +13.4% | +12.7% |
| 3M | -3.9% | -2.2% | -1.8% | -2.7% |
| 6M | +27.0% | +1.9% | +25.2% | +23.7% |
| YTD | +7.4% | +12.0% | -4.6% | -3.9% |
| 1Y | +7.9% | +12.5% | -4.6% | -3.9% |
| 3Y | +11.8% | +75.4% | -63.6% | -31.9% |
| 5Y | +9.7% | +61.5% | -51.8% | -28.3% |
| 10Y | +178.2% | +227.1% | -48.9% | +6.8% |
| All | +560.4% | +344.2% | +216.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling