+82.0%
USO vs PAYX
+167.8%
-85.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +9.1% | -4.9% | +14.0% | +10.2% |
| 30D | +21.7% | -3.8% | +25.5% | +22.5% |
| 3M | +20.2% | +17.9% | +2.4% | +15.2% |
| 6M | +43.4% | +26.1% | +17.3% | +35.0% |
| YTD | +124.0% | +6.7% | +117.2% | +118.7% |
| 1Y | +112.2% | -10.7% | +122.9% | +115.7% |
| 3Y | +97.7% | +7.0% | +90.7% | +88.7% |
| 5Y | +217.4% | +22.6% | +194.8% | +187.1% |
| All | +82.0% | +167.8% | -85.8% | +53.4% |
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