+164.0%
PAYX vs D
+36.8%
+127.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | -4.9% | -2.2% | -2.6% | -3.9% |
| 30D | -3.8% | -4.5% | +0.7% | -1.8% |
| 3M | +17.9% | -2.5% | +20.4% | +19.2% |
| 6M | +26.1% | +5.5% | +20.5% | +21.9% |
| YTD | +6.7% | +13.3% | -6.5% | -0.5% |
| 1Y | -10.7% | +11.8% | -22.6% | -16.6% |
| 3Y | +7.0% | +56.7% | -49.7% | -18.0% |
| 5Y | +22.6% | +4.3% | +18.3% | +16.8% |
| All | +164.0% | +36.8% | +127.2% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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