+36.5%
XLB vs PAYC
-53.1%
+89.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.1% |
| 7D | -0.2% | -7.9% | +7.6% | +1.0% |
| 30D | -1.7% | +2.1% | -3.9% | -2.1% |
| 3M | +4.4% | +61.8% | -57.4% | -4.2% |
| 6M | +5.0% | +59.9% | -54.9% | -3.9% |
| YTD | +15.5% | +38.5% | -23.0% | +8.2% |
| 1Y | +14.9% | -1.4% | +16.3% | +14.8% |
| 3Y | +34.5% | -21.0% | +55.5% | +36.4% |
| All | +36.5% | -53.1% | +89.6% | +41.5% |
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 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