+124.6%
XLE vs PAYC
+1,229.9%
-1,105.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.2% |
| 7D | +2.2% | -2.9% | +5.1% | +2.7% |
| 30D | +11.8% | +32.8% | -21.0% | +5.5% |
| 3M | +9.8% | +69.3% | -59.5% | -1.4% |
| 6M | +15.6% | +74.0% | -58.4% | +2.7% |
| YTD | +45.3% | +46.4% | -1.2% | +32.9% |
| 1Y | +48.3% | +4.2% | +44.1% | +44.6% |
| 3Y | +55.4% | -19.7% | +75.2% | +53.4% |
| 5Y | +216.1% | -52.0% | +268.1% | +235.6% |
| 10Y | +178.4% | +356.9% | -178.5% | +95.6% |
| All | +124.6% | +1,229.9% | -1,105.2% | +37.7% |
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