+106.7%
USB vs PAYX
+158.7%
-52.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.5% |
| 7D | -1.1% | -7.5% | +6.4% | +3.5% |
| 30D | -3.2% | -5.3% | +2.1% | -0.4% |
| 3M | +11.8% | +15.6% | -3.8% | +1.3% |
| 6M | +21.4% | +19.5% | +1.9% | +6.7% |
| YTD | +18.6% | +5.8% | +12.8% | +11.9% |
| 1Y | +30.8% | -10.9% | +41.7% | +37.3% |
| 3Y | +96.5% | +5.4% | +91.1% | +80.2% |
| 5Y | +38.4% | +20.4% | +18.0% | +13.0% |
| 10Y | +106.7% | +164.1% | -57.4% | +6.0% |
| All | +106.7% | +158.7% | -52.0% | +6.0% |
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