+159.8%
XLB vs PAYX
+167.8%
-8.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | -2.8% | -4.9% | +2.0% | -0.5% |
| 30D | -3.1% | -3.8% | +0.7% | -1.5% |
| 3M | -0.2% | +17.9% | -18.0% | -8.7% |
| 6M | +3.1% | +26.1% | -23.0% | -9.8% |
| YTD | +13.3% | +6.7% | +6.5% | +7.5% |
| 1Y | +12.0% | -10.7% | +22.8% | +16.9% |
| 3Y | +31.4% | +7.0% | +24.4% | +21.2% |
| 5Y | +33.9% | +22.6% | +11.3% | +12.3% |
| All | +159.8% | +167.8% | -8.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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