+320.8%
PAYX vs USFR
+27.7%
+293.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.8% | +0.4% | -4.2% | -3.9% |
| 3M | +17.9% | +1.0% | +16.8% | +17.5% |
| 6M | +26.1% | +2.0% | +24.1% | +25.3% |
| YTD | +6.7% | +2.8% | +4.0% | +5.9% |
| 1Y | -10.7% | +4.1% | -14.8% | -11.8% |
| 3Y | +7.0% | +14.1% | -7.2% | +2.9% |
| 5Y | +22.6% | +20.6% | +2.0% | +15.7% |
| 10Y | +166.5% | +28.1% | +138.4% | +146.7% |
| All | +320.8% | +27.7% | +293.1% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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