-0.5%
XRT vs PAYC
-51.4%
+50.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +4.1% | -9.5% | +13.6% | +6.9% |
| 30D | +9.9% | +2.5% | +7.5% | +9.2% |
| 3M | +2.3% | +11.7% | -9.4% | -0.9% |
| 6M | +9.6% | +74.6% | -65.0% | -7.8% |
| YTD | +9.1% | +50.4% | -41.2% | -4.9% |
| 1Y | +16.2% | +44.0% | -27.8% | +2.6% |
| 3Y | +60.1% | +42.5% | +17.6% | +37.6% |
| 5Y | -0.5% | -50.3% | +49.8% | +15.9% |
| All | -0.5% | -51.4% | +50.9% | +15.9% |
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