+7.0%
PAYX vs ELV
-2.1%
+9.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.9% | +3.2% | -8.1% | -5.3% |
| 30D | -3.8% | +5.4% | -9.2% | -4.5% |
| 3M | +17.9% | +5.4% | +12.5% | +16.8% |
| 6M | +26.1% | +45.7% | -19.6% | +19.5% |
| YTD | +6.7% | +21.2% | -14.5% | +3.5% |
| 1Y | -10.7% | +35.6% | -46.4% | -15.0% |
| 3Y | +7.0% | -2.0% | +9.0% | +5.0% |
| All | +7.0% | -2.1% | +9.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling