+7.0%
PAYX vs EFX
-12.2%
+19.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -4.9% | -4.5% | -0.3% | -3.2% |
| 30D | -3.8% | -6.1% | +2.3% | -1.7% |
| 3M | +17.9% | +6.2% | +11.7% | +15.4% |
| 6M | +26.1% | -11.2% | +37.3% | +30.3% |
| YTD | +6.7% | -21.4% | +28.1% | +14.1% |
| 1Y | -10.7% | -34.3% | +23.6% | +0.1% |
| 3Y | +7.0% | -12.5% | +19.5% | +7.3% |
| All | +7.0% | -12.2% | +19.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling