+169.1%
PAYX vs IP
+21.9%
+147.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.3% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | -2.6% | -11.2% | +8.7% | +1.0% |
| 3M | +19.4% | +12.3% | +7.1% | +13.7% |
| 6M | +18.7% | -5.2% | +23.9% | +18.4% |
| YTD | +7.8% | -4.0% | +11.7% | +6.2% |
| 1Y | -9.9% | -19.2% | +9.4% | -6.2% |
| 3Y | +7.4% | +20.3% | -12.9% | -9.7% |
| 5Y | +21.8% | -17.5% | +39.3% | +18.4% |
| All | +169.1% | +21.9% | +147.2% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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