+7,237.5%
PAYX vs EME
+63,295.5%
-56,058.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.4% |
| 7D | -4.9% | +3.5% | -8.4% | -5.6% |
| 30D | -3.8% | -6.3% | +2.5% | -2.6% |
| 3M | +17.9% | -3.8% | +21.6% | +17.1% |
| 6M | +26.1% | +8.5% | +17.6% | +20.8% |
| YTD | +6.7% | +27.8% | -21.1% | -2.3% |
| 1Y | -10.7% | +22.2% | -33.0% | -18.3% |
| 3Y | +7.0% | +253.5% | -246.5% | -27.4% |
| 5Y | +22.6% | +578.6% | -556.0% | -29.9% |
| 10Y | +166.5% | +1,355.6% | -1,189.1% | +24.6% |
| All | +7,237.5% | +63,295.5% | -56,058.0% | +2,154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling