+295.2%
EXPE vs PAYC
+1,328.4%
-1,033.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.3% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -4.5% | +5.2% | -9.7% | -5.6% |
| 3M | -19.7% | +18.0% | -37.7% | -23.5% |
| 6M | +18.3% | +81.6% | -63.3% | -3.8% |
| YTD | -7.3% | +57.3% | -64.6% | -21.4% |
| 1Y | -3.9% | +49.8% | -53.7% | -17.2% |
| 3Y | +123.0% | +49.0% | +74.0% | +87.1% |
| 5Y | +47.9% | -47.8% | +95.8% | +63.3% |
| 10Y | +126.5% | +515.8% | -389.3% | +42.2% |
| All | +295.2% | +1,328.4% | -1,033.2% | +131.2% |
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