-7.5%
PAYX vs EXPE
+40.7%
-48.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.3% |
| 7D | -4.2% | -9.5% | +5.3% | -2.2% |
| 30D | +2.9% | -6.6% | +9.5% | +4.2% |
| 3M | +23.6% | +31.4% | -7.8% | +16.7% |
| 6M | +30.0% | +35.2% | -5.2% | +21.6% |
| YTD | +12.2% | +5.8% | +6.4% | +8.1% |
| 1Y | -7.5% | +38.7% | -46.1% | -13.8% |
| All | -7.5% | +40.7% | -48.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling