+6.4%
PAYX vs RL
+199.8%
-193.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -7.9% | -2.2% | -5.7% | -7.7% |
| 30D | -5.0% | -15.3% | +10.3% | -3.7% |
| 3M | +15.1% | -10.3% | +25.5% | +16.0% |
| 6M | +23.9% | -2.2% | +26.2% | +23.3% |
| YTD | +6.2% | -4.3% | +10.5% | +5.9% |
| 1Y | -9.6% | +8.9% | -18.5% | -11.4% |
| All | +6.4% | +199.8% | -193.4% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling