+6.8%
XLP vs PAYX
-10.2%
+17.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -2.5% | -7.9% | +5.4% | -1.5% |
| 30D | -1.9% | -5.0% | +3.2% | -1.3% |
| 3M | -2.1% | +15.1% | -17.2% | -3.1% |
| 6M | -1.8% | +23.9% | -25.8% | -2.8% |
| YTD | +8.3% | +6.2% | +2.1% | +10.8% |
| 1Y | +6.8% | -9.6% | +16.5% | +15.0% |
| All | +6.8% | -10.2% | +17.0% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling