+1,097.3%
XLI vs PAYX
+1,011.7%
+85.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -1.7% | -4.9% | +3.2% | +0.3% |
| 30D | -7.3% | -3.8% | -3.5% | -6.0% |
| 3M | -1.3% | +17.9% | -19.2% | -8.4% |
| 6M | +2.2% | +26.1% | -23.8% | -8.3% |
| YTD | +11.7% | +6.7% | +5.0% | +6.6% |
| 1Y | +14.3% | -10.7% | +25.0% | +17.0% |
| 3Y | +70.3% | +7.0% | +63.4% | +60.1% |
| 5Y | +82.3% | +22.6% | +59.7% | +60.9% |
| 10Y | +258.4% | +166.5% | +91.9% | +132.4% |
| All | +1,097.3% | +1,011.7% | +85.6% | +383.5% |
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