-10.7%
PAYX vs EL
+12.6%
-23.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | -4.9% | -6.5% | +1.6% | -4.3% |
| 30D | -3.8% | +11.1% | -14.9% | -4.7% |
| 3M | +17.9% | +10.7% | +7.2% | +16.6% |
| 6M | +26.1% | +6.9% | +19.2% | +24.2% |
| YTD | +6.7% | -6.3% | +13.0% | +4.8% |
| 1Y | -10.7% | +13.5% | -24.2% | -15.3% |
| All | -10.7% | +12.6% | -23.4% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling