+164.0%
PAYX vs AG
+68.4%
+95.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.6% |
| 7D | -4.9% | -6.7% | +1.9% | -4.6% |
| 30D | -3.8% | +2.2% | -6.0% | -3.9% |
| 3M | +17.9% | +15.7% | +2.2% | +17.0% |
| 6M | +26.1% | -23.8% | +49.9% | +26.9% |
| YTD | +6.7% | +17.6% | -10.9% | +4.7% |
| 1Y | -10.7% | +88.6% | -99.4% | -14.8% |
| 3Y | +7.0% | +253.4% | -246.5% | -3.2% |
| 5Y | +22.6% | +62.4% | -39.8% | +13.9% |
| All | +164.0% | +68.4% | +95.7% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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