+164.0%
PAYX vs DRI
+353.8%
-189.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -4.9% | -3.2% | -1.6% | -3.9% |
| 30D | -3.8% | -7.8% | +4.0% | -1.5% |
| 3M | +17.9% | +0.4% | +17.5% | +17.4% |
| 6M | +26.1% | +4.8% | +21.3% | +23.5% |
| YTD | +6.7% | +16.7% | -10.0% | +0.7% |
| 1Y | -10.7% | +1.5% | -12.2% | -12.2% |
| 3Y | +7.0% | +56.3% | -49.3% | -9.4% |
| 5Y | +22.6% | +66.4% | -43.8% | +0.4% |
| All | +164.0% | +353.8% | -189.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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