+28.1%
ECL vs PAYC
-53.3%
+81.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.5% |
| 7D | -0.8% | -7.9% | +7.1% | +0.5% |
| 30D | -2.5% | +2.1% | -4.6% | -2.9% |
| 3M | +8.3% | +61.8% | -53.4% | -1.1% |
| 6M | -1.1% | +59.9% | -61.0% | -10.1% |
| YTD | +6.5% | +38.5% | -32.0% | -0.6% |
| 1Y | +2.1% | -1.4% | +3.4% | +1.9% |
| 3Y | +57.6% | -21.0% | +78.6% | +60.7% |
| 5Y | +28.1% | -52.9% | +81.0% | +34.2% |
| All | +28.1% | -53.3% | +81.4% | +34.2% |
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