+164.0%
PAYX vs EMB
+30.3%
+133.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.9% | -1.2% | -3.7% | -3.8% |
| 30D | -3.8% | -1.3% | -2.5% | -2.7% |
| 3M | +17.9% | -1.8% | +19.6% | +19.7% |
| 6M | +26.1% | +0.2% | +25.9% | +25.6% |
| YTD | +6.7% | +0.4% | +6.4% | +6.1% |
| 1Y | -10.7% | +2.8% | -13.6% | -13.2% |
| 3Y | +7.0% | +29.1% | -22.2% | -15.4% |
| 5Y | +22.6% | +6.3% | +16.4% | +16.3% |
| All | +164.0% | +30.3% | +133.7% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling