+164.0%
PAYX vs ROL
+211.6%
-47.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.9% | -3.2% | -1.7% | -3.6% |
| 30D | -3.8% | -4.9% | +1.1% | -1.8% |
| 3M | +17.9% | -25.8% | +43.7% | +32.8% |
| 6M | +26.1% | -37.6% | +63.6% | +52.1% |
| YTD | +6.7% | -41.5% | +48.2% | +31.8% |
| 1Y | -10.7% | -39.5% | +28.7% | +8.3% |
| 3Y | +7.0% | +0.1% | +6.8% | +3.1% |
| 5Y | +22.6% | -4.6% | +27.2% | +17.5% |
| All | +164.0% | +211.6% | -47.6% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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