-20.1%
XOP vs PAYC
+1,229.9%
-1,249.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | 0.0% |
| 7D | +2.6% | -2.9% | +5.4% | +3.2% |
| 30D | +15.4% | +32.8% | -17.3% | +7.1% |
| 3M | +12.1% | +69.3% | -57.2% | -2.6% |
| 6M | +19.7% | +74.0% | -54.3% | +2.8% |
| YTD | +52.4% | +46.4% | +6.0% | +35.9% |
| 1Y | +47.6% | +4.2% | +43.4% | +42.6% |
| 3Y | +34.4% | -19.7% | +54.1% | +32.0% |
| 5Y | +154.4% | -52.0% | +206.4% | +175.6% |
| 10Y | +54.7% | +356.9% | -302.2% | -2.9% |
| All | -20.1% | +1,229.9% | -1,249.9% | -59.7% |
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