+1,037.2%
XLE vs PAYX
+1,022.5%
+14.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +2.5% |
| 7D | 0.0% | -6.9% | +6.9% | +2.4% |
| 30D | +12.6% | -2.6% | +15.2% | +13.4% |
| 3M | +11.8% | +19.4% | -7.6% | +4.6% |
| 6M | +16.1% | +18.7% | -2.6% | +8.4% |
| YTD | +46.9% | +7.8% | +39.1% | +41.2% |
| 1Y | +53.3% | -9.9% | +63.1% | +56.4% |
| 3Y | +54.9% | +7.4% | +47.5% | +47.1% |
| 5Y | +225.7% | +21.8% | +203.9% | +192.4% |
| 10Y | +170.7% | +161.3% | +9.4% | +88.8% |
| All | +1,037.2% | +1,022.5% | +14.7% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling