+7.4%
PAYX vs PPL
+56.5%
-49.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -6.9% | +1.8% | -8.7% | -7.5% |
| 30D | -2.6% | -1.1% | -1.5% | -2.3% |
| 3M | +19.4% | 0.0% | +19.4% | +19.2% |
| 6M | +18.7% | -7.6% | +26.2% | +21.7% |
| YTD | +7.8% | +1.7% | +6.1% | +6.0% |
| 1Y | -9.9% | +1.5% | -11.4% | -11.3% |
| 3Y | +7.4% | +55.3% | -47.8% | -5.8% |
| All | +7.4% | +56.5% | -49.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling