+194.0%
EFX vs PAYC
+1,158.0%
-964.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.3% | -1.6% |
| 7D | -7.8% | -7.9% | +0.1% | -5.8% |
| 30D | -5.7% | +2.1% | -7.9% | -6.2% |
| 3M | +2.5% | +61.8% | -59.3% | -10.4% |
| 6M | -16.7% | +59.9% | -76.6% | -27.2% |
| YTD | -20.2% | +38.5% | -58.7% | -27.7% |
| 1Y | -31.4% | -1.4% | -30.0% | -32.5% |
| 3Y | -10.5% | -21.0% | +10.5% | -10.9% |
| 5Y | -35.2% | -52.9% | +17.7% | -29.2% |
| 10Y | +40.2% | +332.8% | -292.7% | -0.1% |
| All | +194.0% | +1,158.0% | -964.0% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling