+35,732.2%
PAYX vs ECL
+12,954.8%
+22,777.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -6.9% | -0.8% | -6.2% | -6.6% |
| 30D | -2.6% | -2.5% | -0.1% | -1.5% |
| 3M | +19.4% | +8.3% | +11.1% | +15.0% |
| 6M | +18.7% | -1.1% | +19.7% | +18.3% |
| YTD | +7.8% | +6.5% | +1.3% | +3.6% |
| 1Y | -9.9% | +2.1% | -11.9% | -11.8% |
| 3Y | +7.4% | +57.6% | -50.2% | -14.8% |
| 5Y | +21.8% | +28.1% | -6.2% | +4.5% |
| 10Y | +161.3% | +153.2% | +8.0% | +66.1% |
| All | +35,732.2% | +12,954.8% | +22,777.4% | +7,883.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling