+37.6%
XLC vs PAYC
-53.8%
+91.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -1.4% | -8.7% | +7.3% | +0.5% |
| 30D | -0.9% | +1.2% | -2.1% | -1.2% |
| 3M | -0.3% | +58.6% | -58.9% | -10.8% |
| 6M | -5.2% | +56.6% | -61.8% | -15.4% |
| YTD | -5.3% | +36.2% | -41.5% | -13.0% |
| 1Y | -2.8% | -2.2% | -0.6% | -3.6% |
| 3Y | +71.2% | -22.3% | +93.5% | +74.2% |
| 5Y | +37.6% | -53.9% | +91.4% | +47.0% |
| All | +37.6% | -53.8% | +91.4% | +47.0% |
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