+179.7%
PAYX vs IP
+19.1%
+160.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | +9.5% | +6.7% | +2.8% | +7.1% |
| 3M | -3.3% | -16.6% | +13.2% | +1.9% |
| 6M | +27.1% | +6.0% | +21.1% | +22.5% |
| YTD | +7.3% | -10.7% | +17.9% | +7.7% |
| 1Y | +8.3% | -6.7% | +15.0% | +6.9% |
| 3Y | +11.6% | +17.1% | -5.5% | -6.2% |
| 5Y | +8.5% | -14.6% | +23.0% | +2.8% |
| All | +179.7% | +19.1% | +160.5% | +111.5% |
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