+197.7%
PAYX vs USFD
+347.2%
-149.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.2% | +1.7% | -2.8% | -1.6% |
| 30D | +7.8% | +10.2% | -2.3% | +5.1% |
| 3M | -6.8% | -1.5% | -5.3% | -6.7% |
| 6M | +31.3% | +27.3% | +4.0% | +23.1% |
| YTD | +7.7% | +44.0% | -36.3% | -3.3% |
| 1Y | +8.1% | +50.4% | -42.3% | -4.2% |
| 3Y | +12.2% | +153.6% | -141.4% | -13.9% |
| 5Y | +8.9% | +219.0% | -210.0% | -22.6% |
| 10Y | +179.0% | +361.5% | -182.5% | +87.1% |
| All | +197.7% | +347.2% | -149.5% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling