+19.4%
ETN vs PAYX
-9.0%
+28.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +4.2% |
| 7D | +3.5% | -4.9% | +8.4% | +1.0% |
| 30D | -7.5% | -3.8% | -3.7% | -9.1% |
| 3M | +8.3% | +17.9% | -9.5% | +18.3% |
| 6M | +20.2% | +26.1% | -5.9% | +35.3% |
| YTD | +34.7% | +6.7% | +27.9% | +45.7% |
| 1Y | +19.4% | -10.7% | +30.2% | +16.9% |
| All | +19.4% | -9.0% | +28.5% | +16.9% |
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