+14.0%
XLB vs PAYC
-1.1%
+15.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.5% | -10.2% | +6.6% | -3.6% |
| 30D | -4.7% | +2.0% | -6.6% | -4.6% |
| 3M | +2.7% | +58.3% | -55.6% | +3.2% |
| 6M | +2.6% | +64.5% | -61.9% | +3.4% |
| YTD | +12.8% | +36.5% | -23.7% | +17.3% |
| 1Y | +14.0% | -1.3% | +15.2% | +26.5% |
| All | +14.0% | -1.1% | +15.1% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling