+143.7%
XLC vs PAYX
+116.8%
+26.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.7% |
| 7D | +0.5% | -4.9% | +5.4% | +2.9% |
| 30D | +2.1% | -3.8% | +5.9% | +3.8% |
| 3M | +0.7% | +17.9% | -17.2% | -7.5% |
| 6M | -3.2% | +26.1% | -29.3% | -14.6% |
| YTD | -3.8% | +6.7% | -10.5% | -8.1% |
| 1Y | -2.0% | -10.7% | +8.7% | +2.3% |
| 3Y | +71.4% | +7.0% | +64.4% | +58.0% |
| 5Y | +40.7% | +22.6% | +18.1% | +19.5% |
| All | +143.7% | +116.8% | +26.9% | +41.6% |
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