+164.0%
PAYX vs RL
+311.3%
-147.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -4.9% | -3.4% | -1.4% | -4.0% |
| 30D | -3.8% | -14.4% | +10.7% | -0.1% |
| 3M | +17.9% | -13.6% | +31.4% | +21.7% |
| 6M | +26.1% | +0.6% | +25.5% | +24.0% |
| YTD | +6.7% | -3.6% | +10.3% | +5.9% |
| 1Y | -10.7% | +8.3% | -19.1% | -14.4% |
| 3Y | +7.0% | +204.8% | -197.8% | -26.3% |
| 5Y | +22.6% | +232.9% | -210.3% | -20.4% |
| All | +164.0% | +311.3% | -147.3% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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