+89.4%
EWZ vs PAYX
+167.8%
-78.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +0.9% | -4.9% | +5.7% | +3.1% |
| 30D | +12.8% | -3.8% | +16.6% | +14.4% |
| 3M | +10.8% | +17.9% | -7.1% | +1.5% |
| 6M | +2.5% | +26.1% | -23.6% | -9.8% |
| YTD | +21.4% | +6.7% | +14.6% | +15.1% |
| 1Y | +32.8% | -10.7% | +43.5% | +37.6% |
| 3Y | +45.2% | +7.0% | +38.2% | +32.2% |
| 5Y | +63.0% | +22.6% | +40.4% | +31.0% |
| All | +89.4% | +167.8% | -78.4% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling