+111.7%
PAYX vs REPL
-19.2%
+131.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.6% |
| 7D | -4.9% | -14.1% | +9.2% | -4.5% |
| 30D | -3.8% | -15.2% | +11.4% | -3.4% |
| 3M | +17.9% | +49.9% | -32.0% | +14.8% |
| 6M | +26.1% | +63.5% | -37.5% | +18.7% |
| YTD | +6.7% | +32.9% | -26.2% | +1.2% |
| 1Y | -10.7% | +115.0% | -125.7% | -19.2% |
| 3Y | +7.0% | -34.7% | +41.7% | -6.4% |
| 5Y | +22.6% | -59.7% | +82.3% | +9.2% |
| All | +111.7% | -19.2% | +131.0% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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