+112.0%
ENB vs PAYC
+1,158.0%
-1,046.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.6% |
| 7D | -0.5% | -7.9% | +7.4% | +0.7% |
| 30D | -0.2% | +2.1% | -2.3% | -0.6% |
| 3M | -7.5% | +61.8% | -69.3% | -14.7% |
| 6M | -4.1% | +59.9% | -64.1% | -11.8% |
| YTD | +9.8% | +38.5% | -28.7% | +3.0% |
| 1Y | +8.7% | -1.4% | +10.1% | +7.4% |
| 3Y | +79.0% | -21.0% | +100.0% | +76.8% |
| 5Y | +69.1% | -52.9% | +122.0% | +77.9% |
| 10Y | +96.5% | +332.8% | -236.3% | +42.6% |
| All | +112.0% | +1,158.0% | -1,046.0% | +38.2% |
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