+171.2%
XLP vs PAYC
+1,229.9%
-1,058.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.4% |
| 7D | -1.0% | -2.9% | +1.9% | -0.7% |
| 30D | -0.9% | +32.8% | -33.6% | -3.9% |
| 3M | +3.8% | +69.3% | -65.5% | -2.0% |
| 6M | -1.7% | +74.0% | -75.7% | -7.7% |
| YTD | +10.3% | +46.4% | -36.2% | +5.2% |
| 1Y | +7.8% | +4.2% | +3.6% | +6.4% |
| 3Y | +27.2% | -19.7% | +46.9% | +26.4% |
| 5Y | +32.5% | -52.0% | +84.6% | +36.4% |
| 10Y | +101.8% | +356.9% | -255.1% | +66.4% |
| All | +171.2% | +1,229.9% | -1,058.6% | +113.1% |
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