+1,565.8%
PAYC vs XPO
+2,047.5%
-481.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | +4.9% | +9.0% | -4.1% | +2.1% |
| 30D | +4.1% | +4.2% | 0.0% | +2.7% |
| 3M | +11.5% | -8.7% | +20.1% | +14.0% |
| 6M | +85.3% | -2.8% | +88.0% | +84.4% |
| YTD | +57.3% | +41.9% | +15.4% | +36.0% |
| 1Y | +52.6% | +42.3% | +10.2% | +31.4% |
| 3Y | +48.3% | +127.3% | -79.0% | +3.5% |
| 5Y | -47.8% | +306.4% | -354.2% | -71.8% |
| 10Y | +515.9% | +1,290.9% | -775.1% | +127.0% |
| All | +1,565.8% | +2,047.5% | -481.7% | +439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling