+34.1%
XLP vs PAYC
-51.7%
+85.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.5% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | -0.9% | +32.8% | -33.6% | -3.2% |
| 3M | +3.8% | +69.3% | -65.5% | -0.6% |
| 6M | -1.7% | +74.0% | -75.7% | -6.3% |
| YTD | +10.3% | +46.4% | -36.2% | +6.5% |
| 1Y | +7.8% | +4.2% | +3.6% | +7.1% |
| 3Y | +27.2% | -19.7% | +46.9% | +27.6% |
| All | +34.1% | -51.7% | +85.8% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling