+388.2%
EFA vs PAYX
+523.3%
-135.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.7% |
| 7D | -1.5% | -4.9% | +3.3% | +0.6% |
| 30D | -1.7% | -3.8% | +2.1% | -0.2% |
| 3M | +3.5% | +17.9% | -14.4% | -4.8% |
| 6M | +9.5% | +26.1% | -16.6% | -3.2% |
| YTD | +12.9% | +6.7% | +6.1% | +7.1% |
| 1Y | +18.2% | -10.7% | +28.9% | +21.5% |
| 3Y | +64.8% | +7.0% | +57.9% | +52.0% |
| 5Y | +53.9% | +22.6% | +31.3% | +30.4% |
| 10Y | +144.8% | +166.5% | -21.7% | +34.7% |
| All | +388.2% | +523.3% | -135.1% | +60.7% |
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