+8.5%
PAYX vs PPL
+45.5%
-37.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -3.6% | -2.2% | -1.4% | -2.5% |
| 30D | +9.5% | +1.7% | +7.8% | +8.6% |
| 3M | -3.3% | +0.1% | -3.5% | -3.5% |
| 6M | +27.1% | -1.5% | +28.6% | +27.6% |
| YTD | +7.3% | +3.0% | +4.3% | +4.5% |
| 1Y | +8.3% | -1.4% | +9.8% | +7.9% |
| 3Y | +11.6% | +53.5% | -41.8% | -13.9% |
| 5Y | +8.5% | +46.4% | -37.9% | -14.5% |
| All | +8.5% | +45.5% | -37.0% | -14.5% |
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