+508.9%
XLP vs PAYX
+1,068.4%
-559.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -1.0% | -4.2% | +3.2% | 0.0% |
| 30D | -0.9% | +2.9% | -3.8% | -1.6% |
| 3M | +3.8% | +23.6% | -19.8% | -1.5% |
| 6M | -1.7% | +30.0% | -31.8% | -8.2% |
| YTD | +10.3% | +12.2% | -1.9% | +6.5% |
| 1Y | +7.8% | -7.5% | +15.3% | +9.0% |
| 3Y | +27.2% | +10.1% | +17.1% | +22.2% |
| 5Y | +32.5% | +25.1% | +7.4% | +22.5% |
| 10Y | +101.8% | +171.7% | -69.9% | +53.9% |
| All | +508.9% | +1,068.4% | -559.5% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling