+159.8%
XLB vs PAYC
+358.9%
-199.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.1% |
| 7D | -2.8% | -5.5% | +2.7% | -1.8% |
| 30D | -3.1% | +3.8% | -6.9% | -3.9% |
| 3M | -0.2% | +65.8% | -66.0% | -11.0% |
| 6M | +3.1% | +68.7% | -65.6% | -9.2% |
| YTD | +13.3% | +38.3% | -25.1% | +3.8% |
| 1Y | +12.0% | -2.4% | +14.4% | +10.6% |
| 3Y | +31.4% | -21.5% | +53.0% | +30.5% |
| 5Y | +33.9% | -52.7% | +86.6% | +44.6% |
| All | +159.8% | +358.9% | -199.0% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling