+321.0%
XLI vs PAYC
+1,158.0%
-837.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.5% |
| 7D | +1.0% | -7.9% | +8.9% | +2.4% |
| 30D | -5.8% | +2.1% | -7.9% | -6.3% |
| 3M | +0.7% | +61.8% | -61.1% | -8.7% |
| 6M | +3.2% | +59.9% | -56.8% | -6.9% |
| YTD | +13.0% | +38.5% | -25.5% | +4.4% |
| 1Y | +16.8% | -1.4% | +18.2% | +15.0% |
| 3Y | +72.4% | -21.0% | +93.4% | +70.7% |
| 5Y | +82.8% | -52.9% | +135.7% | +94.4% |
| 10Y | +252.4% | +332.8% | -80.4% | +162.4% |
| All | +321.0% | +1,158.0% | -837.1% | +191.2% |
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