+47.9%
EXPE vs PAYC
-47.7%
+95.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.4% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -4.5% | +5.2% | -9.7% | -5.7% |
| 3M | -19.7% | +18.0% | -37.7% | -23.7% |
| 6M | +18.3% | +81.6% | -63.3% | -5.4% |
| YTD | -7.3% | +57.3% | -64.6% | -22.4% |
| 1Y | -3.9% | +49.8% | -53.7% | -18.2% |
| 3Y | +123.0% | +49.0% | +74.0% | +84.6% |
| 5Y | +47.9% | -47.8% | +95.8% | +101.3% |
| All | +47.9% | -47.7% | +95.6% | +101.3% |
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