+31.8%
XHB vs PAYC
-54.0%
+85.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | -5.2% | -10.2% | +4.9% | -3.1% |
| 30D | -12.1% | +2.0% | -14.1% | -12.6% |
| 3M | -6.2% | +58.3% | -64.5% | -16.5% |
| 6M | -6.7% | +64.5% | -71.2% | -18.5% |
| YTD | -5.5% | +36.5% | -42.0% | -13.6% |
| 1Y | -15.6% | -1.3% | -14.4% | -16.1% |
| 3Y | +22.0% | -22.1% | +44.1% | +24.7% |
| 5Y | +31.8% | -53.3% | +85.2% | +41.8% |
| All | +31.8% | -54.0% | +85.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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