+148.7%
XLK vs PAYX
+21.7%
+127.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.2% | -4.9% | +5.1% | +2.1% |
| 30D | -0.6% | -3.8% | +3.2% | +0.6% |
| 3M | +2.6% | +17.9% | -15.3% | -5.6% |
| 6M | +34.0% | +26.1% | +7.9% | +18.5% |
| YTD | +30.7% | +6.7% | +23.9% | +25.3% |
| 1Y | +39.2% | -10.7% | +49.9% | +46.6% |
| 3Y | +120.4% | +7.0% | +113.5% | +99.5% |
| All | +148.7% | +21.7% | +127.0% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling