+193.9%
XLP vs PAYC
+1,328.4%
-1,134.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.7% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +8.2% | +5.2% | +3.0% | +7.6% |
| 3M | +7.7% | +18.0% | -10.2% | +5.9% |
| 6M | +9.3% | +81.6% | -72.3% | +2.4% |
| YTD | +19.5% | +57.3% | -37.8% | +13.1% |
| 1Y | +21.0% | +49.8% | -28.8% | +15.1% |
| 3Y | +43.2% | +49.0% | -5.8% | +34.7% |
| 5Y | +42.7% | -47.8% | +90.6% | +45.7% |
| 10Y | +135.7% | +515.8% | -380.1% | +90.8% |
| All | +193.9% | +1,328.4% | -1,134.5% | +129.1% |
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