+1,884.6%
XEL vs PAYX
+35,385.9%
-33,501.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -4.9% | +4.6% | +0.5% |
| 30D | -3.9% | -3.8% | -0.1% | -3.4% |
| 3M | -2.8% | +17.9% | -20.7% | -5.5% |
| 6M | -5.4% | +26.1% | -31.5% | -9.2% |
| YTD | +3.8% | +6.7% | -3.0% | +2.0% |
| 1Y | +6.8% | -10.7% | +17.6% | +8.0% |
| 3Y | +45.6% | +7.0% | +38.6% | +42.5% |
| 5Y | +30.7% | +22.6% | +8.1% | +24.8% |
| 10Y | +151.7% | +166.5% | -14.8% | +114.6% |
| All | +1,884.6% | +35,385.9% | -33,501.3% | +1,237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling