+1,367.0%
PAYC vs XPO
+2,016.9%
-649.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.9% |
| 7D | -7.9% | +2.7% | -10.6% | -8.7% |
| 30D | +2.1% | -6.2% | +8.3% | +3.9% |
| 3M | +61.8% | -15.4% | +77.2% | +68.7% |
| 6M | +59.9% | +0.7% | +59.2% | +56.6% |
| YTD | +38.5% | +39.8% | -1.3% | +20.6% |
| 1Y | -1.4% | +43.3% | -44.7% | -15.5% |
| 3Y | -21.0% | +166.0% | -187.0% | -48.2% |
| 5Y | -52.9% | +274.2% | -327.1% | -73.8% |
| 10Y | +332.8% | +1,429.0% | -1,096.2% | +56.6% |
| All | +1,367.0% | +2,016.9% | -649.8% | +378.3% |
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