+162.6%
PAYX vs USFD
+310.2%
-147.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -7.9% | -8.0% | +0.1% | -6.0% |
| 30D | -5.0% | -13.1% | +8.0% | -1.7% |
| 3M | +15.1% | +6.5% | +8.6% | +13.1% |
| 6M | +23.9% | +5.7% | +18.2% | +21.5% |
| YTD | +6.2% | +27.5% | -21.4% | -1.6% |
| 1Y | -9.6% | +23.4% | -33.1% | -15.7% |
| 3Y | +5.8% | +146.4% | -140.6% | -18.4% |
| 5Y | +22.0% | +196.8% | -174.8% | -12.0% |
| All | +162.6% | +310.2% | -147.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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