+491.2%
PAYX vs XRT
+501.1%
-9.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -2.8% |
| 7D | -6.9% | -0.3% | -6.7% | -6.8% |
| 30D | -2.6% | -5.6% | +3.0% | +0.3% |
| 3M | +19.4% | +2.5% | +16.9% | +17.8% |
| 6M | +18.7% | +3.7% | +15.0% | +15.9% |
| YTD | +7.8% | +1.0% | +6.8% | +6.6% |
| 1Y | -9.9% | -1.2% | -8.7% | -10.1% |
| 3Y | +7.4% | +43.4% | -35.9% | -13.8% |
| 5Y | +21.8% | -0.7% | +22.6% | +14.8% |
| 10Y | +161.3% | +123.7% | +37.6% | +43.3% |
| All | +491.2% | +501.1% | -9.8% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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