+650.9%
PAYX vs ELV
+2,378.1%
-1,727.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -7.5% | -2.2% | -5.3% | -6.8% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | +15.6% | -6.1% | +21.7% | +17.3% |
| 6M | +19.5% | +42.8% | -23.4% | +6.8% |
| YTD | +5.8% | +14.4% | -8.6% | +0.2% |
| 1Y | -10.9% | +28.6% | -39.5% | -18.8% |
| 3Y | +5.4% | -7.4% | +12.8% | +3.4% |
| 5Y | +20.4% | +14.5% | +5.9% | +9.0% |
| 10Y | +164.1% | +257.4% | -93.3% | +66.7% |
| All | +650.9% | +2,378.1% | -1,727.2% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling