+241.6%
PAYX vs TRU
+228.8%
+12.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -4.9% | -2.7% | -2.1% | -3.8% |
| 30D | -3.8% | -2.0% | -1.8% | -3.1% |
| 3M | +17.9% | +18.4% | -0.6% | +10.5% |
| 6M | +26.1% | +8.9% | +17.2% | +21.3% |
| YTD | +6.7% | -8.9% | +15.7% | +9.2% |
| 1Y | -10.7% | -15.9% | +5.1% | -6.6% |
| 3Y | +7.0% | -1.1% | +8.1% | -1.4% |
| 5Y | +22.6% | -35.2% | +57.8% | +33.0% |
| 10Y | +166.5% | +145.3% | +21.2% | +82.8% |
| All | +241.6% | +228.8% | +12.8% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling