+24.6%
XLP vs PAYX
+5.4%
+19.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -2.9% | -7.5% | +4.6% | -1.4% |
| 30D | -2.2% | -5.3% | +3.1% | -1.2% |
| 3M | -0.6% | +15.6% | -16.2% | -3.2% |
| 6M | -2.2% | +19.5% | -21.6% | -5.3% |
| YTD | +8.3% | +5.8% | +2.5% | +7.7% |
| 1Y | +5.7% | -10.9% | +16.6% | +9.8% |
| All | +24.6% | +5.4% | +19.2% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling