-47.2%
PAYC vs XPO
+306.2%
-353.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | +4.9% | +9.0% | -4.1% | +2.3% |
| 30D | +4.1% | +4.2% | 0.0% | +2.8% |
| 3M | +11.5% | -8.7% | +20.1% | +13.9% |
| 6M | +85.3% | -2.8% | +88.0% | +84.4% |
| YTD | +57.3% | +41.9% | +15.4% | +35.2% |
| 1Y | +52.6% | +42.3% | +10.2% | +30.6% |
| 3Y | +48.3% | +127.3% | -79.0% | -1.2% |
| All | -47.2% | +306.2% | -353.4% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling