+142.5%
XLC vs PAYC
+110.5%
+32.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.3% |
| 7D | -0.8% | -2.9% | +2.0% | -0.1% |
| 30D | +1.0% | +32.8% | -31.7% | -6.6% |
| 3M | -0.7% | +69.3% | -70.0% | -14.2% |
| 6M | -5.1% | +74.0% | -79.1% | -19.2% |
| YTD | -4.3% | +46.4% | -50.7% | -15.0% |
| 1Y | -0.6% | +4.2% | -4.7% | -3.7% |
| 3Y | +72.7% | -19.7% | +92.4% | +70.6% |
| 5Y | +38.0% | -52.0% | +90.0% | +52.8% |
| All | +142.5% | +110.5% | +32.0% | +65.8% |
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 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