-5.8%
SLB vs PAYX
+167.8%
-173.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -2.5% | -4.9% | +2.3% | -0.1% |
| 30D | +7.1% | -3.8% | +10.9% | +8.9% |
| 3M | +0.6% | +17.9% | -17.2% | -8.4% |
| 6M | +17.6% | +26.1% | -8.5% | +2.3% |
| YTD | +48.5% | +6.7% | +41.7% | +40.3% |
| 1Y | +59.4% | -10.7% | +70.1% | +66.1% |
| 3Y | -0.4% | +7.0% | -7.3% | -7.8% |
| 5Y | +133.8% | +22.6% | +111.2% | +90.7% |
| All | -5.8% | +167.8% | -173.6% | -45.0% |
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