+210.1%
PAYX vs USFD
+329.0%
-118.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -4.2% | -3.0% | -1.2% | -3.5% |
| 30D | +2.9% | +3.5% | -0.6% | +1.9% |
| 3M | +23.6% | +26.6% | -2.9% | +16.4% |
| 6M | +30.0% | +11.7% | +18.3% | +25.8% |
| YTD | +12.2% | +38.1% | -25.9% | +1.9% |
| 1Y | -7.5% | +33.4% | -40.8% | -15.3% |
| 3Y | +10.1% | +155.8% | -145.7% | -15.7% |
| 5Y | +25.1% | +214.0% | -188.9% | -10.8% |
| 10Y | +171.7% | +320.4% | -148.6% | +84.7% |
| All | +210.1% | +329.0% | -118.9% | +109.2% |
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