+164.0%
PAYX vs EME
+1,362.1%
-1,198.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.5% |
| 7D | -4.9% | +3.5% | -8.4% | -5.7% |
| 30D | -3.8% | -6.3% | +2.5% | -2.5% |
| 3M | +17.9% | -3.8% | +21.6% | +17.2% |
| 6M | +26.1% | +8.5% | +17.6% | +19.5% |
| YTD | +6.7% | +27.8% | -21.1% | -5.0% |
| 1Y | -10.7% | +22.2% | -33.0% | -20.8% |
| 3Y | +7.0% | +253.5% | -246.5% | -41.5% |
| 5Y | +22.6% | +578.6% | -556.0% | -50.9% |
| All | +164.0% | +1,362.1% | -1,198.1% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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