-10.7%
PAYX vs PSA
+6.8%
-17.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.9% | -1.8% | -3.0% | -4.3% |
| 30D | -3.8% | -8.4% | +4.6% | -1.2% |
| 3M | +17.9% | -7.8% | +25.7% | +20.9% |
| 6M | +26.1% | +0.8% | +25.3% | +28.0% |
| YTD | +6.7% | +16.5% | -9.8% | +0.5% |
| 1Y | -10.7% | +4.7% | -15.5% | -11.3% |
| All | -10.7% | +6.8% | -17.6% | -11.3% |
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