+141.3%
XLC vs PAYC
+96.3%
+45.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.7% | -10.2% | +8.5% | +1.0% |
| 30D | +0.2% | +2.0% | -1.8% | -0.4% |
| 3M | +0.7% | +58.3% | -57.6% | -11.5% |
| 6M | -4.5% | +64.5% | -69.0% | -17.5% |
| YTD | -4.7% | +36.5% | -41.3% | -14.0% |
| 1Y | -1.5% | -1.3% | -0.2% | -3.4% |
| 3Y | +72.2% | -22.1% | +94.4% | +70.9% |
| 5Y | +39.3% | -53.3% | +92.6% | +54.9% |
| All | +141.3% | +96.3% | +45.0% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling