+75.8%
ESI vs PAYC
-53.8%
+129.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +3.9% | -8.7% | +12.7% | +5.7% |
| 30D | -3.8% | +1.2% | -4.9% | -4.2% |
| 3M | -13.1% | +58.6% | -71.7% | -22.5% |
| 6M | +11.3% | +56.6% | -45.3% | -1.2% |
| YTD | +44.1% | +36.2% | +7.9% | +32.1% |
| 1Y | +40.3% | -2.2% | +42.5% | +40.7% |
| 3Y | +84.1% | -22.3% | +106.3% | +89.8% |
| 5Y | +75.8% | -53.9% | +129.7% | +86.7% |
| All | +75.8% | -53.8% | +129.6% | +86.7% |
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