+164.0%
PAYX vs ENB
+92.6%
+71.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -4.9% | -4.7% | -0.2% | -3.0% |
| 30D | -3.8% | -5.9% | +2.1% | -1.4% |
| 3M | +17.9% | -14.2% | +32.1% | +25.5% |
| 6M | +26.1% | -8.6% | +34.7% | +30.3% |
| YTD | +6.7% | +3.9% | +2.9% | +3.9% |
| 1Y | -10.7% | +1.8% | -12.6% | -12.4% |
| 3Y | +7.0% | +68.5% | -61.5% | -17.1% |
| 5Y | +22.6% | +62.4% | -39.8% | -3.6% |
| All | +164.0% | +92.6% | +71.5% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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