+37.3%
PAYX vs PL
+75.7%
-38.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | -7.5% | -13.9% | +6.4% | -6.8% |
| 30D | -5.3% | -25.5% | +20.1% | -4.1% |
| 3M | +15.6% | -44.8% | +60.4% | +18.5% |
| 6M | +19.5% | -33.3% | +52.8% | +19.4% |
| YTD | +5.8% | -12.7% | +18.5% | +3.5% |
| 1Y | -10.9% | +90.9% | -101.8% | -17.9% |
| 3Y | +5.4% | +528.5% | -523.0% | -16.4% |
| 5Y | +20.4% | +72.7% | -52.3% | -0.3% |
| All | +37.3% | +75.7% | -38.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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