+23.6%
PAYX vs XYL
-16.2%
+39.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | -3.8% | -11.9% | +8.1% | +0.7% |
| 3M | +17.9% | -1.5% | +19.4% | +18.4% |
| 6M | +26.1% | -11.9% | +38.0% | +31.2% |
| YTD | +6.7% | -20.6% | +27.3% | +15.4% |
| 1Y | -10.7% | -23.5% | +12.8% | -2.3% |
| 3Y | +7.0% | +14.9% | -7.9% | -4.7% |
| All | +23.6% | -16.2% | +39.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling