+21.5%
PAYX vs ALLE
+10.0%
+11.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.8% |
| 7D | -7.5% | -2.2% | -5.3% | -6.7% |
| 30D | -5.3% | -8.3% | +3.0% | -2.2% |
| 3M | +15.6% | +16.3% | -0.6% | +8.7% |
| 6M | +19.5% | +1.8% | +17.7% | +17.8% |
| YTD | +5.8% | -3.9% | +9.7% | +6.3% |
| 1Y | -10.9% | -10.0% | -0.8% | -8.0% |
| 3Y | +5.4% | +45.8% | -40.4% | -13.9% |
| All | +21.5% | +10.0% | +11.4% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling