+23.6%
PAYX vs ELF
+217.5%
-194.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -4.9% | -11.6% | +6.8% | -3.8% |
| 30D | -3.8% | +4.6% | -8.4% | -4.2% |
| 3M | +17.9% | +59.7% | -41.8% | +12.9% |
| 6M | +26.1% | +21.2% | +4.9% | +23.4% |
| YTD | +6.7% | +27.4% | -20.7% | +3.7% |
| 1Y | -10.7% | -29.8% | +19.1% | -9.4% |
| 3Y | +7.0% | -28.5% | +35.4% | +1.8% |
| All | +23.6% | +217.5% | -194.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling