+559.9%
XLP vs PAYX
+1,017.0%
-457.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -0.2% | -3.6% | +3.4% | +0.7% |
| 30D | +8.2% | +9.5% | -1.3% | +5.8% |
| 3M | +7.7% | -3.3% | +11.1% | +8.3% |
| 6M | +9.3% | +27.1% | -17.8% | +2.7% |
| YTD | +19.5% | +7.3% | +12.2% | +16.4% |
| 1Y | +21.0% | +8.3% | +12.7% | +17.5% |
| 3Y | +43.2% | +11.6% | +31.6% | +37.0% |
| 5Y | +42.7% | +8.5% | +34.2% | +36.3% |
| 10Y | +135.7% | +177.8% | -42.0% | +78.9% |
| All | +559.9% | +1,017.0% | -457.1% | +262.4% |
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