+193.8%
XLP vs PAYC
+1,266.0%
-1,072.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | +2.3% | -9.5% | +11.9% | +3.3% |
| 30D | +9.1% | +2.5% | +6.6% | +8.8% |
| 3M | +7.9% | +11.7% | -3.8% | +6.6% |
| 6M | +9.6% | +74.6% | -65.0% | +3.0% |
| YTD | +19.4% | +50.4% | -30.9% | +13.6% |
| 1Y | +22.4% | +44.0% | -21.6% | +16.9% |
| 3Y | +43.2% | +42.5% | +0.7% | +35.2% |
| 5Y | +42.6% | -50.3% | +92.8% | +46.3% |
| 10Y | +135.4% | +521.2% | -385.8% | +90.8% |
| All | +193.8% | +1,266.0% | -1,072.1% | +130.0% |
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