-10.7%
PAYX vs ES
+11.9%
-22.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.9% | -3.6% | -1.3% | -4.8% |
| 30D | -3.8% | -4.2% | +0.4% | -3.7% |
| 3M | +17.9% | +0.1% | +17.7% | +18.5% |
| 6M | +26.1% | -6.2% | +32.3% | +26.9% |
| YTD | +6.7% | +4.1% | +2.7% | +7.0% |
| 1Y | -10.7% | +10.2% | -20.9% | -10.9% |
| All | -10.7% | +11.9% | -22.7% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling