+133.7%
ET vs PAYC
+1,229.9%
-1,096.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | +7.5% | +32.8% | -25.3% | +0.1% |
| 3M | +11.4% | +69.3% | -57.9% | -2.3% |
| 6M | +18.5% | +74.0% | -55.4% | +2.6% |
| YTD | +37.4% | +46.4% | -9.0% | +23.2% |
| 1Y | +30.9% | +4.2% | +26.8% | +26.9% |
| 3Y | +98.7% | -19.7% | +118.5% | +95.1% |
| 5Y | +230.7% | -52.0% | +282.7% | +255.6% |
| 10Y | +175.6% | +356.9% | -181.3% | +41.4% |
| All | +133.7% | +1,229.9% | -1,096.1% | -10.5% |
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