+842.3%
EEM vs PAYX
+748.1%
+94.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.0% |
| 7D | -1.3% | -4.9% | +3.6% | +1.4% |
| 30D | +2.1% | -3.8% | +5.9% | +3.9% |
| 3M | +1.0% | +17.9% | -16.8% | -9.6% |
| 6M | +15.9% | +26.1% | -10.2% | -1.4% |
| YTD | +24.6% | +6.7% | +17.9% | +15.8% |
| 1Y | +32.3% | -10.7% | +43.0% | +35.9% |
| 3Y | +85.9% | +7.0% | +78.9% | +64.4% |
| 5Y | +45.4% | +22.6% | +22.8% | +13.3% |
| 10Y | +130.1% | +166.5% | -36.4% | -5.6% |
| All | +842.3% | +748.1% | +94.2% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling