-0.7%
XRT vs PAYC
-53.3%
+52.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -0.7% |
| 7D | -0.3% | -7.9% | +7.6% | +1.8% |
| 30D | -5.6% | +2.1% | -7.8% | -6.3% |
| 3M | +2.5% | +61.8% | -59.2% | -11.5% |
| 6M | +3.7% | +59.9% | -56.3% | -11.0% |
| YTD | +1.0% | +38.5% | -37.5% | -9.9% |
| 1Y | -1.2% | -1.4% | +0.2% | -2.4% |
| 3Y | +43.4% | -21.0% | +64.4% | +45.2% |
| 5Y | -0.7% | -52.9% | +52.2% | +4.8% |
| All | -0.7% | -53.3% | +52.6% | +4.8% |
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