+164.0%
PAYX vs EWJ
+144.4%
+19.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.8% |
| 7D | -4.9% | +0.3% | -5.1% | -5.0% |
| 30D | -3.8% | +0.8% | -4.6% | -4.3% |
| 3M | +17.9% | +7.5% | +10.4% | +11.5% |
| 6M | +26.1% | +15.6% | +10.5% | +12.2% |
| YTD | +6.7% | +22.7% | -16.0% | -9.8% |
| 1Y | -10.7% | +26.4% | -37.2% | -26.6% |
| 3Y | +7.0% | +72.5% | -65.6% | -34.0% |
| 5Y | +22.6% | +52.4% | -29.8% | -15.7% |
| All | +164.0% | +144.4% | +19.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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