+28.4%
XLY vs PAYC
-52.9%
+81.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -1.7% | -5.5% | +3.8% | -0.3% |
| 30D | -4.2% | +3.8% | -8.0% | -5.2% |
| 3M | -2.7% | +65.8% | -68.5% | -15.8% |
| 6M | -0.6% | +68.7% | -69.3% | -15.2% |
| YTD | -5.0% | +38.3% | -43.4% | -14.6% |
| 1Y | -4.1% | -2.4% | -1.7% | -4.8% |
| 3Y | +33.6% | -21.5% | +55.1% | +36.1% |
| All | +28.4% | -52.9% | +81.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 5y: compounded portfolio wealth divided by compounded PAYC 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…
5y analysis · Full analysis span regression · 6 months rolling