+7.0%
PAYX vs ESI
+74.1%
-67.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.9% | -4.6% | -0.2% | -4.7% |
| 30D | -3.8% | -10.5% | +6.7% | -3.4% |
| 3M | +17.9% | -19.8% | +37.7% | +18.7% |
| 6M | +26.1% | +5.8% | +20.3% | +21.3% |
| YTD | +6.7% | +38.3% | -31.6% | -2.9% |
| 1Y | -10.7% | +31.5% | -42.3% | -18.4% |
| 3Y | +7.0% | +80.7% | -73.7% | -12.4% |
| All | +7.0% | +74.1% | -67.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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