-7.5%
PAYX vs ELF
-17.5%
+10.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.8% |
| 7D | -4.2% | +5.4% | -9.5% | -4.5% |
| 30D | +2.9% | +27.0% | -24.1% | +1.4% |
| 3M | +23.6% | +113.2% | -89.6% | +18.5% |
| 6M | +30.0% | +36.6% | -6.5% | +28.0% |
| YTD | +12.2% | +44.2% | -32.0% | +9.9% |
| 1Y | -7.5% | -18.0% | +10.5% | -7.3% |
| All | -7.5% | -17.5% | +10.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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