+20.4%
PAYX vs USFD
+197.4%
-177.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.4% |
| 7D | -7.5% | -7.0% | -0.5% | -5.6% |
| 30D | -5.3% | -10.3% | +5.0% | -2.5% |
| 3M | +15.6% | +9.2% | +6.4% | +12.7% |
| 6M | +19.5% | +7.4% | +12.1% | +16.5% |
| YTD | +5.8% | +29.4% | -23.6% | -3.8% |
| 1Y | -10.9% | +24.8% | -35.7% | -18.1% |
| 3Y | +5.4% | +150.0% | -144.6% | -24.2% |
| 5Y | +20.4% | +195.5% | -175.1% | -18.0% |
| All | +20.4% | +197.4% | -177.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling