+6.0%
PAYX vs ES
+30.3%
-24.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -5.3% | -1.0% | -4.3% | -5.1% |
| 3M | +15.6% | +1.5% | +14.1% | +15.4% |
| 6M | +19.5% | -3.5% | +23.0% | +20.3% |
| YTD | +5.8% | +7.0% | -1.2% | +3.9% |
| 1Y | -10.9% | +15.3% | -26.2% | -14.7% |
| All | +6.0% | +30.3% | -24.3% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling