+20.4%
PAYX vs PPL
+35.6%
-15.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.2% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -5.3% | -1.3% | -4.0% | -4.8% |
| 3M | +15.6% | -2.6% | +18.2% | +16.8% |
| 6M | +19.5% | -8.4% | +27.9% | +24.0% |
| YTD | +5.8% | +0.2% | +5.6% | +4.4% |
| 1Y | -10.9% | -0.2% | -10.6% | -11.9% |
| 3Y | +5.4% | +52.9% | -47.5% | -18.3% |
| 5Y | +20.4% | +36.8% | -16.4% | -2.9% |
| All | +20.4% | +35.6% | -15.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling