+349.2%
PAYC vs XPO
+1,516.3%
-1,167.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -5.5% | -5.7% | +0.1% | -3.7% |
| 30D | +3.8% | -12.8% | +16.6% | +8.2% |
| 3M | +65.8% | -20.0% | +85.8% | +77.0% |
| 6M | +68.7% | -6.0% | +74.7% | +68.6% |
| YTD | +38.3% | +34.0% | +4.3% | +20.3% |
| 1Y | -2.4% | +35.6% | -37.9% | -16.3% |
| 3Y | -21.5% | +152.3% | -173.8% | -50.5% |
| 5Y | -52.7% | +264.4% | -317.1% | -75.7% |
| All | +349.2% | +1,516.3% | -1,167.1% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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