+26.8%
PAYX vs S
-57.1%
+83.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.8% | -11.4% | +7.6% | -2.6% |
| 3M | +17.9% | +33.8% | -15.9% | +13.7% |
| 6M | +26.1% | +39.5% | -13.4% | +20.8% |
| YTD | +6.7% | +31.7% | -24.9% | +2.8% |
| 1Y | -10.7% | +7.0% | -17.7% | -12.5% |
| 3Y | +7.0% | +11.8% | -4.8% | +2.2% |
| 5Y | +22.6% | -69.0% | +91.6% | +21.4% |
| All | +26.8% | -57.1% | +83.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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