+147.8%
XEL vs PAYX
+167.8%
-20.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.3% | -4.9% | +4.6% | +1.4% |
| 30D | -3.9% | -3.8% | -0.1% | -2.8% |
| 3M | -2.8% | +17.9% | -20.7% | -9.1% |
| 6M | -5.4% | +26.1% | -31.5% | -14.3% |
| YTD | +3.8% | +6.7% | -3.0% | -0.1% |
| 1Y | +6.8% | -10.7% | +17.6% | +10.4% |
| 3Y | +45.6% | +7.0% | +38.6% | +37.0% |
| 5Y | +30.7% | +22.6% | +8.1% | +13.2% |
| All | +147.8% | +167.8% | -20.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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