+74.4%
EIX vs PAYC
+1,328.5%
-1,254.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +4.9% | -3.5% | +0.8% |
| 30D | +8.5% | +4.1% | +4.4% | +8.0% |
| 3M | -13.5% | +11.5% | -24.9% | -14.6% |
| 6M | -12.4% | +85.3% | -97.6% | -19.0% |
| YTD | +5.9% | +57.3% | -51.4% | -0.7% |
| 1Y | +7.6% | +52.6% | -45.0% | +1.3% |
| 3Y | +12.8% | +48.3% | -35.5% | +5.4% |
| 5Y | +19.2% | -47.8% | +67.1% | +22.6% |
| 10Y | +34.9% | +515.9% | -481.0% | +13.1% |
| All | +74.4% | +1,328.5% | -1,254.2% | +42.6% |
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