+307.2%
XLF vs PAYC
+1,137.5%
-830.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -1.0% | -8.7% | +7.7% | +0.7% |
| 30D | -1.3% | +1.2% | -2.5% | -1.6% |
| 3M | +9.1% | +58.6% | -49.5% | -1.4% |
| 6M | +14.4% | +56.6% | -42.3% | +3.0% |
| YTD | +5.1% | +36.2% | -31.2% | -3.0% |
| 1Y | +8.6% | -2.2% | +10.8% | +7.0% |
| 3Y | +74.4% | -22.3% | +96.7% | +72.9% |
| 5Y | +64.4% | -53.9% | +118.2% | +76.1% |
| 10Y | +251.6% | +347.5% | -95.9% | +156.9% |
| All | +307.2% | +1,137.5% | -830.3% | +174.9% |
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