+23.6%
PAYX vs EIX
+20.9%
+2.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | -4.9% | -1.4% | -3.5% | -4.6% |
| 30D | -3.8% | -19.3% | +15.5% | -0.3% |
| 3M | +17.9% | -21.7% | +39.5% | +22.8% |
| 6M | +26.1% | -19.8% | +45.9% | +30.0% |
| YTD | +6.7% | -3.0% | +9.8% | +3.1% |
| 1Y | -10.7% | +5.1% | -15.8% | -16.2% |
| 3Y | +7.0% | -7.0% | +13.9% | +1.2% |
| All | +23.6% | +20.9% | +2.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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