+35,555.3%
PAYX vs PPL
+2,121.0%
+33,434.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -2.2% | -1.4% | -2.8% |
| 30D | +9.5% | +1.7% | +7.8% | +8.8% |
| 3M | -3.3% | +0.1% | -3.5% | -3.4% |
| 6M | +27.1% | -1.5% | +28.6% | +27.5% |
| YTD | +7.3% | +3.0% | +4.3% | +5.4% |
| 1Y | +8.3% | -1.4% | +9.8% | +8.2% |
| 3Y | +11.6% | +53.5% | -41.8% | -6.8% |
| 5Y | +8.5% | +46.4% | -37.9% | -8.0% |
| 10Y | +177.8% | +64.3% | +113.5% | +120.9% |
| All | +35,555.3% | +2,121.0% | +33,434.3% | +11,668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling