+791.0%
XLB vs PAYX
+1,005.7%
-214.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.5% | -7.9% | +4.4% | -0.6% |
| 30D | -4.7% | -5.0% | +0.4% | -3.0% |
| 3M | +2.7% | +15.1% | -12.4% | -3.0% |
| 6M | +2.6% | +23.9% | -21.3% | -6.4% |
| YTD | +12.8% | +6.2% | +6.7% | +8.6% |
| 1Y | +14.0% | -9.6% | +23.6% | +16.3% |
| 3Y | +31.5% | +5.8% | +25.7% | +25.1% |
| 5Y | +33.4% | +22.0% | +11.5% | +19.8% |
| 10Y | +161.3% | +165.1% | -3.8% | +76.6% |
| All | +791.0% | +1,005.7% | -214.7% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling