+162.6%
PAYX vs PPL
+56.5%
+106.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -7.9% | -2.6% | -5.4% | -6.6% |
| 30D | -5.0% | -3.0% | -2.0% | -3.6% |
| 3M | +15.1% | -3.9% | +19.0% | +17.2% |
| 6M | +23.9% | -8.9% | +32.8% | +29.3% |
| YTD | +6.2% | -0.8% | +7.0% | +5.5% |
| 1Y | -9.6% | -2.1% | -7.5% | -9.6% |
| 3Y | +5.8% | +51.4% | -45.6% | -18.1% |
| 5Y | +22.0% | +36.3% | -14.3% | -0.4% |
| All | +162.6% | +56.5% | +106.1% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling