-7.5%
PAYX vs PSA
+7.3%
-14.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | -4.2% | -3.7% | -0.5% | -3.1% |
| 30D | +2.9% | -7.7% | +10.6% | +5.4% |
| 3M | +23.6% | -0.6% | +24.2% | +25.2% |
| 6M | +30.0% | -0.9% | +30.9% | +32.9% |
| YTD | +12.2% | +18.7% | -6.5% | +5.2% |
| 1Y | -7.5% | +7.6% | -15.1% | -8.9% |
| All | -7.5% | +7.3% | -14.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling