+164.0%
PAYX vs ES
+82.1%
+82.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -4.9% | -3.6% | -1.3% | -3.3% |
| 30D | -3.8% | -4.2% | +0.4% | -1.9% |
| 3M | +17.9% | +0.1% | +17.7% | +17.7% |
| 6M | +26.1% | -6.2% | +32.3% | +29.1% |
| YTD | +6.7% | +4.1% | +2.7% | +3.5% |
| 1Y | -10.7% | +10.2% | -20.9% | -17.0% |
| 3Y | +7.0% | +26.1% | -19.1% | -10.2% |
| 5Y | +22.6% | -5.3% | +27.9% | +20.6% |
| All | +164.0% | +82.1% | +82.0% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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