+164.0%
PAYX vs EL
+26.1%
+137.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -4.9% | -6.5% | +1.6% | -3.1% |
| 30D | -3.8% | +11.1% | -14.9% | -6.9% |
| 3M | +17.9% | +10.7% | +7.2% | +14.0% |
| 6M | +26.1% | +6.9% | +19.2% | +21.9% |
| YTD | +6.7% | -6.3% | +13.0% | +5.6% |
| 1Y | -10.7% | +13.5% | -24.2% | -17.4% |
| 3Y | +7.0% | -33.1% | +40.0% | +10.9% |
| 5Y | +22.6% | -68.8% | +91.4% | +73.3% |
| All | +164.0% | +26.1% | +137.9% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling