+226.8%
PAYX vs XLRE
+109.5%
+117.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.1% |
| 7D | -4.9% | -1.2% | -3.7% | -4.0% |
| 30D | -3.8% | -2.4% | -1.4% | -2.0% |
| 3M | +17.9% | -2.5% | +20.4% | +20.3% |
| 6M | +26.1% | +4.0% | +22.1% | +22.0% |
| YTD | +6.7% | +9.3% | -2.5% | -0.7% |
| 1Y | -10.7% | +5.6% | -16.3% | -14.8% |
| 3Y | +7.0% | +31.3% | -24.3% | -15.0% |
| 5Y | +22.6% | +9.5% | +13.1% | +11.9% |
| 10Y | +166.5% | +89.0% | +77.5% | +65.0% |
| All | +226.8% | +109.5% | +117.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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