-5.5%
ETN vs PAYX
+7.8%
-13.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.6% | -12.5% | -8.5% |
| 7D | -10.1% | +9.7% | -19.8% | -5.5% |
| 30D | -18.4% | +20.2% | -38.6% | -10.2% |
| 3M | -20.4% | +1.1% | -21.5% | -19.1% |
| 6M | -16.0% | +32.7% | -48.7% | -3.2% |
| YTD | +11.8% | +10.5% | +1.2% | +27.3% |
| 1Y | -5.5% | +8.7% | -14.2% | +7.6% |
| All | -5.5% | +7.8% | -13.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 1y: compounded portfolio wealth divided by compounded PAYX 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…
1y analysis · Full analysis span regression · 6 months rolling