+253.9%
XLI vs PAYX
+167.8%
+86.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.8% |
| 7D | -1.7% | -4.9% | +3.2% | +0.7% |
| 30D | -7.3% | -3.8% | -3.5% | -5.8% |
| 3M | -1.3% | +17.9% | -19.2% | -10.3% |
| 6M | +2.2% | +26.1% | -23.8% | -11.3% |
| YTD | +11.7% | +6.7% | +5.0% | +5.5% |
| 1Y | +14.3% | -10.7% | +25.0% | +18.9% |
| 3Y | +70.3% | +7.0% | +63.4% | +55.9% |
| 5Y | +82.3% | +22.6% | +59.7% | +50.3% |
| All | +253.9% | +167.8% | +86.1% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling