+265.6%
XHB vs PAYC
+1,229.9%
-964.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.6% | +1.8% |
| 7D | -1.3% | -2.9% | +1.6% | -0.6% |
| 30D | -6.9% | +32.8% | -39.6% | -13.7% |
| 3M | -1.3% | +69.3% | -70.5% | -14.3% |
| 6M | -6.8% | +74.0% | -80.8% | -20.4% |
| YTD | +0.7% | +46.4% | -45.7% | -10.6% |
| 1Y | -11.2% | +4.2% | -15.4% | -14.2% |
| 3Y | +25.3% | -19.7% | +45.1% | +23.0% |
| 5Y | +37.3% | -52.0% | +89.4% | +49.3% |
| 10Y | +211.5% | +356.9% | -145.4% | +118.2% |
| All | +265.6% | +1,229.9% | -964.2% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling