+3,160.0%
PAYX vs EWJ
+151.8%
+3,008.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -7.9% | -1.5% | -6.4% | -7.3% |
| 30D | -5.0% | +0.2% | -5.2% | -5.2% |
| 3M | +15.1% | +8.6% | +6.5% | +10.0% |
| 6M | +23.9% | +12.1% | +11.8% | +15.9% |
| YTD | +6.2% | +20.1% | -13.9% | -4.3% |
| 1Y | -9.6% | +25.2% | -34.8% | -20.3% |
| 3Y | +5.8% | +70.8% | -64.9% | -20.8% |
| 5Y | +22.0% | +49.2% | -27.2% | -2.7% |
| 10Y | +165.1% | +138.6% | +26.5% | +72.6% |
| All | +3,160.0% | +151.8% | +3,008.2% | +1,757.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling