+178.2%
PAYX vs PR
+72.8%
+105.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | +11.4% | -4.6% | +16.0% | +11.5% |
| 3M | -3.9% | +4.7% | -8.6% | -4.2% |
| 6M | +27.0% | +12.4% | +14.6% | +26.3% |
| YTD | +7.4% | +62.9% | -55.4% | +5.1% |
| 1Y | +7.9% | +70.6% | -62.6% | +5.4% |
| 3Y | +11.8% | +90.0% | -78.2% | +8.3% |
| 5Y | +9.7% | +255.5% | -245.8% | +3.3% |
| 10Y | +178.2% | +78.7% | +99.5% | +194.7% |
| All | +178.2% | +72.8% | +105.5% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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