+187.1%
XLB vs PAYC
+1,229.9%
-1,042.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.3% |
| 7D | -1.4% | -2.9% | +1.5% | -0.9% |
| 30D | -0.4% | +32.8% | -33.1% | -5.9% |
| 3M | +2.0% | +69.3% | -67.3% | -8.3% |
| 6M | +1.8% | +74.0% | -72.1% | -9.5% |
| YTD | +16.6% | +46.4% | -29.8% | +6.7% |
| 1Y | +16.9% | +4.2% | +12.8% | +14.1% |
| 3Y | +32.6% | -19.7% | +52.3% | +31.0% |
| 5Y | +35.6% | -52.0% | +87.7% | +43.9% |
| 10Y | +160.0% | +356.9% | -196.9% | +91.3% |
| All | +187.1% | +1,229.9% | -1,042.8% | +90.3% |
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