+161.6%
PAYX vs RF
+339.4%
-177.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -7.5% | -0.1% | -7.3% | -7.4% |
| 30D | -5.3% | -4.0% | -1.3% | -4.1% |
| 3M | +15.6% | +5.6% | +10.1% | +13.4% |
| 6M | +19.5% | +13.1% | +6.4% | +14.3% |
| YTD | +5.8% | +13.6% | -7.8% | +0.8% |
| 1Y | -10.9% | +16.0% | -26.8% | -15.8% |
| 3Y | +5.4% | +90.2% | -84.8% | -17.6% |
| 5Y | +20.4% | +87.0% | -66.6% | -7.8% |
| All | +161.6% | +339.4% | -177.8% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling