+37,197.0%
PAYX vs EXPD
+30,859.1%
+6,337.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -4.2% | -1.1% | -3.1% | -3.9% |
| 30D | +2.9% | +4.1% | -1.2% | +1.7% |
| 3M | +23.6% | +17.9% | +5.7% | +18.0% |
| 6M | +30.0% | +29.2% | +0.8% | +20.8% |
| YTD | +12.2% | +27.4% | -15.2% | +4.2% |
| 1Y | -7.5% | +56.8% | -64.3% | -19.0% |
| 3Y | +10.1% | +68.0% | -57.9% | -6.5% |
| 5Y | +25.1% | +61.9% | -36.7% | +6.5% |
| 10Y | +171.7% | +316.0% | -144.3% | +82.2% |
| All | +37,197.0% | +30,859.1% | +6,337.9% | +13,327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling