-10.7%
PAYX vs ELF
-28.2%
+17.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | -4.9% | -11.6% | +6.8% | -4.1% |
| 30D | -3.8% | +4.6% | -8.4% | -4.0% |
| 3M | +17.9% | +59.7% | -41.8% | +14.8% |
| 6M | +26.1% | +21.2% | +4.9% | +25.1% |
| YTD | +6.7% | +27.4% | -20.7% | +5.4% |
| 1Y | -10.7% | -29.8% | +19.1% | -10.3% |
| All | -10.7% | -28.2% | +17.5% | -10.3% |
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