+443.1%
EWZ vs PAYX
+488.9%
-45.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +3.9% |
| 7D | +5.6% | -6.9% | +12.5% | +9.2% |
| 30D | +9.3% | -2.6% | +11.8% | +10.3% |
| 3M | +15.7% | +19.4% | -3.7% | +4.8% |
| 6M | +7.4% | +18.7% | -11.2% | -3.2% |
| YTD | +22.7% | +7.8% | +14.9% | +15.0% |
| 1Y | +36.4% | -9.9% | +46.2% | +39.3% |
| 3Y | +50.4% | +7.4% | +43.0% | +36.9% |
| 5Y | +67.6% | +21.8% | +45.8% | +38.7% |
| 10Y | +84.1% | +161.3% | -77.2% | +1.1% |
| All | +443.1% | +488.9% | -45.8% | +82.6% |
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