+164.3%
EWY vs PAYX
-6.2%
+170.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +2.8% |
| 7D | +4.8% | -4.2% | +9.0% | +2.0% |
| 30D | +11.7% | +2.9% | +8.8% | +14.2% |
| 3M | -7.4% | +23.6% | -31.0% | +6.1% |
| 6M | +40.6% | +30.0% | +10.5% | +64.4% |
| YTD | +94.3% | +12.2% | +82.1% | +119.2% |
| 1Y | +164.3% | -7.5% | +171.7% | +187.4% |
| All | +164.3% | -6.2% | +170.5% | +187.4% |
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