+1,235.8%
EWY vs PAYX
+665.1%
+570.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | -0.1% | -4.9% | +4.8% | +2.1% |
| 30D | +7.3% | -3.8% | +11.1% | +8.8% |
| 3M | -5.1% | +17.9% | -23.0% | -14.1% |
| 6M | +42.1% | +26.1% | +16.0% | +23.0% |
| YTD | +94.1% | +6.7% | +87.4% | +80.4% |
| 1Y | +147.8% | -10.7% | +158.6% | +150.1% |
| 3Y | +222.9% | +7.0% | +216.0% | +190.3% |
| 5Y | +150.6% | +22.6% | +128.0% | +106.6% |
| 10Y | +304.4% | +166.5% | +137.9% | +116.1% |
| All | +1,235.8% | +665.1% | +570.7% | +339.2% |
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 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