+1,482.8%
PAYC vs EXR
+425.1%
+1,057.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -11.1% | +2.7% | -13.8% | -12.2% |
| 30D | +1.8% | +18.9% | -17.1% | -6.1% |
| 3M | +10.2% | +8.4% | +1.8% | +6.1% |
| 6M | +73.5% | +14.3% | +59.2% | +63.0% |
| YTD | +49.4% | +27.2% | +22.2% | +31.8% |
| 1Y | +47.2% | +25.9% | +21.3% | +30.4% |
| 3Y | +44.4% | +54.6% | -10.2% | +12.9% |
| 5Y | -52.1% | -0.6% | -51.5% | -54.0% |
| 10Y | +474.3% | +208.5% | +265.7% | +247.3% |
| All | +1,482.8% | +425.1% | +1,057.8% | +867.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling