+41.2%
USB vs PAYX
+25.4%
+15.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.0% |
| 7D | +1.4% | -4.2% | +5.6% | +3.4% |
| 30D | -1.3% | +2.9% | -4.2% | -2.8% |
| 3M | +15.2% | +23.6% | -8.4% | +3.6% |
| 6M | +18.8% | +30.0% | -11.2% | +3.3% |
| YTD | +21.0% | +12.2% | +8.8% | +13.4% |
| 1Y | +34.0% | -7.5% | +41.5% | +39.2% |
| 3Y | +95.3% | +10.1% | +85.2% | +80.0% |
| All | +41.2% | +25.4% | +15.8% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling