+164.0%
PAYX vs ALM
+2,589.2%
-2,425.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.1% | +0.6% |
| 7D | -4.9% | -11.8% | +7.0% | -4.8% |
| 30D | -3.8% | +7.8% | -11.6% | -3.9% |
| 3M | +17.9% | -9.3% | +27.1% | +17.9% |
| 6M | +26.1% | -30.5% | +56.6% | +26.3% |
| YTD | +6.7% | +75.8% | -69.1% | +5.3% |
| 1Y | -10.7% | +241.2% | -251.9% | -13.0% |
| 3Y | +7.0% | +1,872.6% | -1,865.7% | -0.4% |
| 5Y | +22.6% | +849.6% | -827.0% | +15.3% |
| All | +164.0% | +2,589.2% | -2,425.2% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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