+75.3%
PEP vs PAYX
+167.8%
-92.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -1.0% | -4.9% | +3.9% | +0.9% |
| 30D | -0.7% | -3.8% | +3.1% | +0.7% |
| 3M | -4.1% | +17.9% | -22.0% | -10.2% |
| 6M | -13.1% | +26.1% | -39.1% | -21.1% |
| YTD | -2.1% | +6.7% | -8.9% | -5.6% |
| 1Y | -1.7% | -10.7% | +9.1% | +2.0% |
| 3Y | -15.1% | +7.0% | -22.1% | -19.9% |
| 5Y | +3.1% | +22.6% | -19.5% | -10.8% |
| All | +75.3% | +167.8% | -92.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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