+164.0%
PAYX vs COO
+17.0%
+147.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.9% | -22.5% | +17.7% | +4.3% |
| 30D | -3.8% | -29.7% | +25.9% | +9.5% |
| 3M | +17.9% | -20.1% | +38.0% | +27.5% |
| 6M | +26.1% | -26.9% | +53.0% | +40.5% |
| YTD | +6.7% | -34.2% | +41.0% | +24.0% |
| 1Y | -10.7% | -21.3% | +10.5% | -4.1% |
| 3Y | +7.0% | -38.7% | +45.6% | +21.5% |
| 5Y | +22.6% | -52.2% | +74.8% | +54.2% |
| All | +164.0% | +17.0% | +147.0% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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