+532.1%
PAYX vs ET
+1,438.5%
-906.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -3.8% | +2.9% | -6.7% | -4.3% |
| 3M | +17.9% | +16.8% | +1.1% | +14.7% |
| 6M | +26.1% | +18.9% | +7.2% | +22.3% |
| YTD | +6.7% | +37.7% | -31.0% | +0.8% |
| 1Y | -10.7% | +32.4% | -43.2% | -15.2% |
| 3Y | +7.0% | +99.5% | -92.5% | -5.8% |
| 5Y | +22.6% | +244.0% | -221.3% | -2.0% |
| 10Y | +166.5% | +172.1% | -5.6% | +109.7% |
| All | +532.1% | +1,438.5% | -906.5% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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