+23.6%
PAYX vs ENB
+61.6%
-38.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 3M | +17.9% | -14.2% | +32.1% | +25.5% |
| 6M | +26.1% | -8.6% | +34.7% | +30.2% |
| YTD | +6.7% | +3.9% | +2.9% | +3.4% |
| 1Y | -10.7% | +1.8% | -12.6% | -12.8% |
| 3Y | +7.0% | +68.5% | -61.5% | -20.7% |
| All | +23.6% | +61.6% | -38.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling