+9.0%
PAYX vs PL
+31.5%
-22.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | -1.2% | +10.0% | -11.2% | -1.6% |
| 30D | +7.8% | -2.3% | +10.1% | +7.8% |
| 3M | -6.8% | -44.2% | +37.4% | -4.6% |
| 6M | +31.3% | -66.1% | +97.4% | +36.9% |
| YTD | +7.7% | -30.0% | +37.7% | +6.1% |
| 1Y | +8.1% | +21.0% | -13.0% | +2.3% |
| 3Y | +12.2% | +516.5% | -504.3% | -11.9% |
| All | +9.0% | +31.5% | -22.5% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling