+8.2%
PAYX vs ELAN
+3.3%
+4.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.6% |
| 7D | +9.3% | +1.9% | +7.4% | +9.3% |
| 30D | +19.5% | +5.3% | +14.2% | +19.6% |
| 3M | +2.1% | -9.7% | +11.8% | +1.6% |
| 6M | +33.1% | +3.0% | +30.1% | +32.9% |
| YTD | +11.3% | +4.6% | +6.6% | +10.7% |
| 1Y | +8.2% | +9.6% | -1.4% | +7.3% |
| All | +8.2% | +3.3% | +4.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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