+164.0%
PAYX vs EXPD
+332.1%
-168.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | -4.9% | +2.0% | -6.9% | -5.7% |
| 30D | -3.8% | +4.4% | -8.2% | -5.7% |
| 3M | +17.9% | +15.7% | +2.1% | +9.6% |
| 6M | +26.1% | +37.5% | -11.4% | +7.4% |
| YTD | +6.7% | +29.9% | -23.2% | -7.4% |
| 1Y | -10.7% | +57.8% | -68.5% | -30.4% |
| 3Y | +7.0% | +71.6% | -64.7% | -22.8% |
| 5Y | +22.6% | +62.2% | -39.6% | -11.0% |
| All | +164.0% | +332.1% | -168.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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