-1.5%
XLY vs PAYX
-6.2%
+4.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.1% |
| 7D | -2.0% | -4.2% | +2.2% | -1.6% |
| 30D | -3.1% | +2.9% | -6.1% | -3.4% |
| 3M | -1.8% | +23.6% | -25.4% | -3.7% |
| 6M | -0.9% | +30.0% | -30.9% | -3.3% |
| YTD | -3.4% | +12.2% | -15.6% | -1.9% |
| 1Y | -1.5% | -7.5% | +6.0% | +5.1% |
| All | -1.5% | -6.2% | +4.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling