+22.9%
PAYX vs ED
+68.4%
-45.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -7.9% | -1.9% | -6.1% | -7.3% |
| 30D | -5.0% | +0.1% | -5.1% | -5.1% |
| 3M | +15.1% | 0.0% | +15.1% | +15.2% |
| 6M | +23.9% | -2.5% | +26.4% | +24.8% |
| YTD | +6.2% | +10.1% | -3.9% | +1.4% |
| 1Y | -9.6% | +13.6% | -23.2% | -15.0% |
| 3Y | +5.8% | +32.4% | -26.6% | -8.2% |
| All | +22.9% | +68.4% | -45.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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