+139.5%
XLP vs PAYX
+178.2%
-38.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +7.3% | +7.8% | -0.5% | +4.5% |
| 3M | +8.1% | -6.8% | +14.9% | +10.3% |
| 6M | +10.5% | +31.3% | -20.8% | -0.1% |
| YTD | +21.2% | +7.7% | +13.5% | +16.7% |
| 1Y | +22.7% | +8.1% | +14.6% | +17.9% |
| 3Y | +44.8% | +12.2% | +32.6% | +34.8% |
| 5Y | +44.7% | +8.9% | +35.8% | +33.9% |
| All | +139.5% | +178.2% | -38.6% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling