+1,691.7%
EME vs PAYC
+1,137.5%
+554.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | +2.7% | -8.7% | +11.5% | +4.3% |
| 30D | -6.8% | +1.2% | -8.0% | -7.2% |
| 3M | -8.8% | +58.6% | -67.4% | -17.7% |
| 6M | +5.0% | +56.6% | -51.6% | -5.7% |
| YTD | +23.5% | +36.2% | -12.7% | +13.5% |
| 1Y | +21.3% | -2.2% | +23.5% | +19.3% |
| 3Y | +241.1% | -22.3% | +263.4% | +238.0% |
| 5Y | +549.2% | -53.9% | +603.0% | +596.2% |
| 10Y | +1,306.4% | +347.5% | +958.9% | +893.2% |
| All | +1,691.7% | +1,137.5% | +554.2% | +1,029.3% |
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