+567.0%
PAYX vs EFV
+252.1%
+314.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -7.9% | -2.0% | -5.9% | -6.7% |
| 30D | -5.0% | -0.2% | -4.9% | -4.9% |
| 3M | +15.1% | +9.1% | +6.0% | +8.7% |
| 6M | +23.9% | +11.7% | +12.2% | +14.6% |
| YTD | +6.2% | +17.0% | -10.9% | -5.0% |
| 1Y | -9.6% | +26.7% | -36.3% | -23.3% |
| 3Y | +5.8% | +90.2% | -84.3% | -31.4% |
| 5Y | +22.0% | +96.1% | -74.1% | -22.7% |
| 10Y | +165.1% | +164.5% | +0.6% | +39.8% |
| All | +567.0% | +252.1% | +314.9% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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