-67.5%
EL vs PAYC
-53.1%
-14.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -0.4% |
| 7D | +1.7% | -7.9% | +9.6% | +4.2% |
| 30D | +15.5% | +2.1% | +13.4% | +14.7% |
| 3M | +20.6% | +61.8% | -41.2% | +1.7% |
| 6M | +10.5% | +59.9% | -49.5% | -7.3% |
| YTD | -1.9% | +38.5% | -40.4% | -14.1% |
| 1Y | +16.1% | -1.4% | +17.4% | +14.5% |
| 3Y | -30.2% | -21.0% | -9.2% | -28.2% |
| All | -67.5% | -53.1% | -14.4% | -63.0% |
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