+7.0%
PAYX vs TRU
-1.3%
+8.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.3% |
| 7D | -4.9% | -2.7% | -2.1% | -4.2% |
| 30D | -3.8% | -2.0% | -1.8% | -3.3% |
| 3M | +17.9% | +18.4% | -0.6% | +13.3% |
| 6M | +26.1% | +8.9% | +17.2% | +23.3% |
| YTD | +6.7% | -8.9% | +15.7% | +7.9% |
| 1Y | -10.7% | -15.9% | +5.1% | -8.6% |
| 3Y | +7.0% | -1.1% | +8.1% | +8.7% |
| All | +7.0% | -1.3% | +8.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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