+119.4%
XLE vs PAYC
+1,266.0%
-1,146.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -6.7% | -9.5% | +2.8% | -5.0% |
| 30D | -4.4% | +2.5% | -6.9% | -5.0% |
| 3M | +4.0% | +11.7% | -7.7% | +1.6% |
| 6M | +13.2% | +74.6% | -61.5% | +0.7% |
| YTD | +41.9% | +50.4% | -8.5% | +28.9% |
| 1Y | +41.6% | +44.0% | -2.4% | +29.7% |
| 3Y | +64.0% | +42.5% | +21.5% | +47.1% |
| 5Y | +158.1% | -50.3% | +208.4% | +172.0% |
| 10Y | +163.9% | +521.2% | -357.3% | +78.3% |
| All | +119.4% | +1,266.0% | -1,146.5% | +33.6% |
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