+135.9%
XLU vs PAYX
+167.8%
-31.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | -4.9% | +3.3% | +0.2% |
| 30D | -3.3% | -3.8% | +0.5% | -2.1% |
| 3M | -3.2% | +17.9% | -21.0% | -9.8% |
| 6M | -7.0% | +26.1% | -33.0% | -16.3% |
| YTD | +0.6% | +6.7% | -6.1% | -3.4% |
| 1Y | +2.4% | -10.7% | +13.2% | +6.0% |
| 3Y | +46.3% | +7.0% | +39.3% | +36.3% |
| 5Y | +44.0% | +22.6% | +21.4% | +23.0% |
| All | +135.9% | +167.8% | -31.9% | +46.8% |
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