+164.0%
PAYX vs DD
+66.6%
+97.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.9% | -3.5% | -1.4% | -3.6% |
| 30D | -3.8% | -11.7% | +7.9% | +0.4% |
| 3M | +17.9% | -9.2% | +27.1% | +21.6% |
| 6M | +26.1% | -7.2% | +33.3% | +27.6% |
| YTD | +6.7% | +6.6% | +0.1% | +1.7% |
| 1Y | -10.7% | +32.0% | -42.8% | -22.3% |
| 3Y | +7.0% | +42.1% | -35.2% | -12.7% |
| 5Y | +22.6% | +58.1% | -35.4% | -6.3% |
| All | +164.0% | +66.6% | +97.4% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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