+164.0%
PAYX vs EXPE
+169.0%
-4.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -4.9% | -5.8% | +0.9% | -3.6% |
| 30D | -3.8% | -13.6% | +9.8% | -0.8% |
| 3M | +17.9% | +25.2% | -7.3% | +11.8% |
| 6M | +26.1% | +22.3% | +3.7% | +19.7% |
| YTD | +6.7% | -0.3% | +7.0% | +5.3% |
| 1Y | -10.7% | +27.8% | -38.6% | -17.2% |
| 3Y | +7.0% | +162.4% | -155.5% | -19.1% |
| 5Y | +22.6% | +95.8% | -73.2% | -5.4% |
| All | +164.0% | +169.0% | -4.9% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling