+159.4%
PAYX vs ELF
+317.0%
-157.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.4% |
| 7D | -7.5% | -6.8% | -0.7% | -6.7% |
| 30D | -5.3% | +5.1% | -10.4% | -5.9% |
| 3M | +15.6% | +79.8% | -64.2% | +7.7% |
| 6M | +19.5% | +29.7% | -10.3% | +15.0% |
| YTD | +5.8% | +31.6% | -25.8% | +1.2% |
| 1Y | -10.9% | -27.9% | +17.0% | -9.6% |
| 3Y | +5.4% | -26.4% | +31.9% | +0.4% |
| 5Y | +20.4% | +235.6% | -215.2% | -13.4% |
| All | +159.4% | +317.0% | -157.6% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling