+22.0%
PAYX vs ECL
+26.5%
-4.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -7.9% | -2.6% | -5.3% | -6.9% |
| 30D | -5.0% | -4.6% | -0.5% | -3.2% |
| 3M | +15.1% | +6.0% | +9.1% | +12.2% |
| 6M | +23.9% | -3.0% | +26.9% | +24.9% |
| YTD | +6.2% | +4.0% | +2.2% | +3.1% |
| 1Y | -9.6% | +2.0% | -11.6% | -11.6% |
| 3Y | +5.8% | +53.9% | -48.1% | -16.4% |
| 5Y | +22.0% | +27.1% | -5.2% | +3.7% |
| All | +22.0% | +26.5% | -4.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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