+162.6%
PAYX vs RF
+340.3%
-177.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -7.9% | -1.6% | -6.3% | -7.4% |
| 30D | -5.0% | -4.3% | -0.8% | -3.7% |
| 3M | +15.1% | +5.9% | +9.3% | +12.8% |
| 6M | +23.9% | +14.1% | +9.8% | +18.2% |
| YTD | +6.2% | +13.8% | -7.6% | +1.1% |
| 1Y | -9.6% | +15.2% | -24.9% | -14.5% |
| 3Y | +5.8% | +90.6% | -84.8% | -17.3% |
| 5Y | +22.0% | +88.9% | -66.9% | -6.9% |
| All | +162.6% | +340.3% | -177.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling