+85.0%
EL vs PAYC
+1,328.5%
-1,243.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.5% | +4.9% | -3.3% | +0.4% |
| 30D | +10.0% | +4.1% | +5.9% | +8.9% |
| 3M | +28.4% | +11.5% | +16.9% | +25.0% |
| 6M | +37.1% | +85.3% | -48.2% | +16.5% |
| YTD | +7.8% | +57.3% | -49.4% | -5.6% |
| 1Y | +26.0% | +52.6% | -26.5% | +11.1% |
| 3Y | +3.8% | +48.3% | -44.4% | -10.5% |
| 5Y | -65.2% | -47.8% | -17.3% | -63.1% |
| 10Y | +62.1% | +515.9% | -453.7% | +24.4% |
| All | +85.0% | +1,328.5% | -1,243.5% | +39.1% |
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