+118.5%
XLE vs PAYC
+1,257.3%
-1,138.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -7.9% | -11.1% | +3.2% | -6.0% |
| 30D | -4.8% | +1.8% | -6.7% | -5.3% |
| 3M | +8.4% | +10.2% | -1.8% | +6.1% |
| 6M | +12.7% | +73.5% | -60.8% | +0.3% |
| YTD | +41.3% | +49.4% | -8.2% | +28.5% |
| 1Y | +42.3% | +47.2% | -4.9% | +29.7% |
| 3Y | +65.1% | +44.4% | +20.6% | +47.7% |
| 5Y | +150.2% | -52.1% | +202.3% | +166.0% |
| 10Y | +163.9% | +474.3% | -310.3% | +80.1% |
| All | +118.5% | +1,257.3% | -1,138.9% | +33.1% |
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