-29.3%
EW vs PAYX
+21.7%
-51.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -6.2% | -4.9% | -1.3% | -4.3% |
| 30D | -9.3% | -3.8% | -5.5% | -8.1% |
| 3M | -1.6% | +17.9% | -19.5% | -8.3% |
| 6M | -0.8% | +26.1% | -26.9% | -10.5% |
| YTD | -1.0% | +6.7% | -7.8% | -4.3% |
| 1Y | +8.2% | -10.7% | +18.9% | +13.6% |
| 3Y | +12.7% | +7.0% | +5.7% | +2.9% |
| All | -29.3% | +21.7% | -51.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling