+20,672.1%
ETN vs PAYX
+35,385.9%
-14,713.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.8% |
| 7D | +3.5% | -4.9% | +8.4% | +4.9% |
| 30D | -7.5% | -3.8% | -3.7% | -6.7% |
| 3M | +8.3% | +17.9% | -9.5% | +2.4% |
| 6M | +20.2% | +26.1% | -5.9% | +10.6% |
| YTD | +34.7% | +6.7% | +27.9% | +29.4% |
| 1Y | +19.4% | -10.7% | +30.2% | +20.5% |
| 3Y | +85.5% | +7.0% | +78.5% | +76.1% |
| 5Y | +186.6% | +22.6% | +164.0% | +161.1% |
| 10Y | +724.7% | +166.5% | +558.2% | +516.2% |
| All | +20,672.1% | +35,385.9% | -14,713.8% | +9,417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling