+347.5%
PAYC vs EXR
+144.7%
+202.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.4% |
| 7D | -8.7% | -3.1% | -5.7% | -7.3% |
| 30D | +1.2% | -7.5% | +8.7% | +5.1% |
| 3M | +58.6% | -7.5% | +66.1% | +65.2% |
| 6M | +56.6% | -5.2% | +61.8% | +60.1% |
| YTD | +36.2% | +6.5% | +29.7% | +30.3% |
| 1Y | -2.2% | -2.0% | -0.2% | -2.5% |
| 3Y | -22.3% | +21.5% | -43.8% | -32.9% |
| 5Y | -53.9% | -11.5% | -42.3% | -53.2% |
| 10Y | +347.5% | +148.0% | +199.5% | +188.0% |
| All | +347.5% | +144.7% | +202.8% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling