+4,287.3%
PAYX vs EL
+1,598.2%
+2,689.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.1% |
| 7D | -7.5% | -2.4% | -5.1% | -6.9% |
| 30D | -5.3% | +13.7% | -19.0% | -9.0% |
| 3M | +15.6% | +14.5% | +1.1% | +10.8% |
| 6M | +19.5% | +7.4% | +12.1% | +15.2% |
| YTD | +5.8% | -4.7% | +10.5% | +4.1% |
| 1Y | -10.9% | +12.9% | -23.8% | -17.0% |
| 3Y | +5.4% | -32.2% | +37.7% | +6.6% |
| 5Y | +20.4% | -68.4% | +88.8% | +50.6% |
| 10Y | +164.1% | +28.3% | +135.8% | +116.2% |
| All | +4,287.3% | +1,598.2% | +2,689.0% | +1,632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling