-22.6%
PAYC vs XPO
+151.2%
-173.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -10.2% | -1.3% | -8.8% | -10.0% |
| 30D | +2.0% | -10.4% | +12.3% | +3.5% |
| 3M | +58.3% | -15.7% | +74.0% | +61.8% |
| 6M | +64.5% | -6.3% | +70.8% | +64.2% |
| YTD | +36.5% | +34.2% | +2.4% | +25.6% |
| 1Y | -1.3% | +39.9% | -41.2% | -10.4% |
| All | -22.6% | +151.2% | -173.8% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling