+238.6%
XME vs PAYC
+1,158.0%
-919.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +2.2% |
| 7D | +3.6% | -7.9% | +11.5% | +5.2% |
| 30D | +3.6% | +2.1% | +1.5% | +3.0% |
| 3M | +1.2% | +61.8% | -60.6% | -9.7% |
| 6M | +9.0% | +59.9% | -50.9% | -3.2% |
| YTD | +15.9% | +38.5% | -22.6% | +5.7% |
| 1Y | +43.2% | -1.4% | +44.6% | +40.4% |
| 3Y | +137.4% | -21.0% | +158.4% | +134.0% |
| 5Y | +185.0% | -52.9% | +238.0% | +206.2% |
| 10Y | +409.5% | +332.8% | +76.7% | +253.8% |
| All | +238.6% | +1,158.0% | -919.4% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling