+19.5%
PAYX vs EIX
-17.6%
+37.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -2.0% |
| 7D | -7.5% | +4.1% | -11.5% | -7.3% |
| 30D | -5.3% | -15.3% | +10.0% | -5.3% |
| 3M | +15.6% | -18.4% | +34.1% | +16.4% |
| 6M | +19.5% | -16.8% | +36.3% | +18.0% |
| All | +19.5% | -17.6% | +37.1% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling