+20.4%
PAYX vs PLUG
-91.4%
+111.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.7% |
| 7D | -7.5% | +3.8% | -11.3% | -7.6% |
| 30D | -5.3% | +2.8% | -8.1% | -5.5% |
| 3M | +15.6% | -25.4% | +41.1% | +17.0% |
| 6M | +19.5% | -0.5% | +19.9% | +18.3% |
| YTD | +5.8% | +10.2% | -4.4% | +3.6% |
| 1Y | -10.9% | +53.9% | -64.8% | -15.5% |
| 3Y | +5.4% | -72.7% | +78.2% | +7.4% |
| 5Y | +20.4% | -91.4% | +111.8% | +35.0% |
| All | +20.4% | -91.4% | +111.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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