+38.7%
ECL vs PAYC
-51.4%
+90.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | +0.4% | -9.5% | +10.0% | +2.1% |
| 30D | +8.6% | +2.5% | +6.1% | +8.1% |
| 3M | +7.9% | +11.7% | -3.8% | +5.7% |
| 6M | +21.0% | +74.6% | -53.6% | +8.8% |
| YTD | +17.5% | +50.4% | -32.9% | +8.1% |
| 1Y | +19.7% | +44.0% | -24.4% | +11.0% |
| 3Y | +77.4% | +42.5% | +35.0% | +60.6% |
| 5Y | +38.7% | -50.3% | +89.0% | +54.3% |
| All | +38.7% | -51.4% | +90.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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