+1,450.8%
PAYC vs EXR
+351.2%
+1,099.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | -2.9% | -2.6% | -0.3% | -1.7% |
| 30D | +32.8% | -7.2% | +39.9% | +37.4% |
| 3M | +69.3% | -3.5% | +72.8% | +72.5% |
| 6M | +74.0% | -5.3% | +79.3% | +77.7% |
| YTD | +46.4% | +9.4% | +37.1% | +38.7% |
| 1Y | +4.2% | +1.3% | +2.8% | +2.2% |
| 3Y | -19.7% | +22.4% | -42.2% | -30.1% |
| 5Y | -52.0% | -12.2% | -39.8% | -51.2% |
| 10Y | +356.9% | +148.6% | +208.3% | +201.7% |
| All | +1,450.8% | +351.2% | +1,099.6% | +917.7% |
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