+236.4%
PAYX vs RUN
-33.9%
+270.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | -7.9% | -3.4% | -4.6% | -7.7% |
| 30D | -5.0% | -14.0% | +8.9% | -4.1% |
| 3M | +15.1% | -27.5% | +42.6% | +17.2% |
| 6M | +23.9% | -29.0% | +52.9% | +25.5% |
| YTD | +6.2% | -53.1% | +59.3% | +10.0% |
| 1Y | -9.6% | -46.7% | +37.1% | -8.0% |
| 3Y | +5.8% | -38.3% | +44.1% | -4.4% |
| 5Y | +22.0% | -80.7% | +102.6% | +17.7% |
| 10Y | +165.1% | +42.4% | +122.7% | +99.7% |
| All | +236.4% | -33.9% | +270.4% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 all: compounded portfolio wealth divided by compounded RUN 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…
all analysis · Full analysis span regression · 6 months rolling