+35,064.1%
PAYX vs EIX
+1,097.9%
+33,966.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.2% |
| 7D | -7.5% | +4.1% | -11.5% | -8.3% |
| 30D | -5.3% | -15.3% | +10.0% | -2.9% |
| 3M | +15.6% | -18.4% | +34.1% | +19.4% |
| 6M | +19.5% | -16.8% | +36.3% | +22.4% |
| YTD | +5.8% | -0.6% | +6.3% | +3.7% |
| 1Y | -10.9% | +10.7% | -21.5% | -14.8% |
| 3Y | +5.4% | -4.5% | +9.9% | +2.7% |
| 5Y | +20.4% | +24.0% | -3.7% | +10.2% |
| 10Y | +164.1% | +22.9% | +141.2% | +136.7% |
| All | +35,064.1% | +1,097.9% | +33,966.2% | +19,802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling