+180.9%
PAYX vs ALLE
+211.7%
-30.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -1.2% | +3.6% | -4.7% | -3.0% |
| 30D | +7.8% | +25.9% | -18.1% | -4.2% |
| 3M | -6.8% | +15.8% | -22.6% | -13.8% |
| 6M | +31.3% | +48.1% | -16.8% | +6.3% |
| YTD | +7.7% | +22.0% | -14.2% | -4.7% |
| 1Y | +8.1% | +18.0% | -10.0% | -2.7% |
| 3Y | +12.2% | +93.1% | -80.9% | -25.4% |
| 5Y | +8.9% | +52.1% | -43.1% | -18.7% |
| All | +180.9% | +211.7% | -30.8% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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