+102.4%
XLP vs PAYX
+166.4%
-63.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -2.5% | -7.9% | +5.4% | +0.2% |
| 30D | -1.9% | -5.0% | +3.2% | -0.3% |
| 3M | -2.1% | +15.1% | -17.2% | -7.0% |
| 6M | -1.8% | +23.9% | -25.8% | -9.4% |
| YTD | +8.3% | +6.2% | +2.1% | +5.1% |
| 1Y | +6.8% | -9.6% | +16.5% | +9.9% |
| 3Y | +25.7% | +5.8% | +19.9% | +19.8% |
| 5Y | +31.9% | +22.0% | +10.0% | +16.7% |
| All | +102.4% | +166.4% | -63.9% | +34.3% |
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