+312.9%
PAYX vs ESI
+226.4%
+86.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.0% |
| 7D | -6.9% | +5.4% | -12.3% | -7.9% |
| 30D | -2.6% | -4.2% | +1.6% | -2.0% |
| 3M | +19.4% | -9.6% | +29.0% | +20.2% |
| 6M | +18.7% | +18.3% | +0.3% | +11.9% |
| YTD | +7.8% | +45.8% | -38.0% | -3.4% |
| 1Y | -9.9% | +39.2% | -49.0% | -18.7% |
| 3Y | +7.4% | +86.3% | -78.8% | -10.8% |
| 5Y | +21.8% | +76.2% | -54.4% | +1.3% |
| 10Y | +161.3% | +306.8% | -145.5% | +81.9% |
| All | +312.9% | +226.4% | +86.5% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling