+162.6%
PAYX vs PPL
+57.8%
+104.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | -7.9% | -1.8% | -6.2% | -7.0% |
| 30D | -5.0% | -2.2% | -2.8% | -4.0% |
| 3M | +15.1% | -3.1% | +18.2% | +16.7% |
| 6M | +23.9% | -8.1% | +32.0% | +28.8% |
| YTD | +6.2% | 0.0% | +6.1% | +5.0% |
| 1Y | -9.6% | -1.3% | -8.3% | -10.0% |
| 3Y | +5.8% | +52.7% | -46.8% | -18.5% |
| 5Y | +22.0% | +37.4% | -15.4% | -0.8% |
| All | +162.6% | +57.8% | +104.8% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling