+35,385.9%
PAYX vs ETR
+4,330.6%
+31,055.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -4.9% | -1.8% | -3.0% | -4.3% |
| 30D | -3.8% | -1.8% | -2.0% | -3.3% |
| 3M | +17.9% | -3.6% | +21.4% | +19.0% |
| 6M | +26.1% | +2.6% | +23.5% | +23.8% |
| YTD | +6.7% | +16.0% | -9.3% | +0.2% |
| 1Y | -10.7% | +20.1% | -30.9% | -17.4% |
| 3Y | +7.0% | +143.6% | -136.6% | -23.8% |
| 5Y | +22.6% | +124.4% | -101.7% | -10.6% |
| 10Y | +166.5% | +295.4% | -128.9% | +61.7% |
| All | +35,385.9% | +4,330.6% | +31,055.3% | +10,138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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