+103.1%
PAYX vs ESTC
+19.1%
+84.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.9% | -9.2% | +4.3% | -3.4% |
| 30D | -3.8% | +8.1% | -11.9% | -5.4% |
| 3M | +17.9% | +38.5% | -20.6% | +11.3% |
| 6M | +26.1% | +57.8% | -31.7% | +16.3% |
| YTD | +6.7% | +10.5% | -3.8% | +3.4% |
| 1Y | -10.7% | -6.4% | -4.4% | -11.9% |
| 3Y | +7.0% | +4.7% | +2.3% | -2.0% |
| 5Y | +22.6% | -47.8% | +70.4% | +19.3% |
| All | +103.1% | +19.1% | +84.0% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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