+560.4%
PAYX vs EXPE
+770.2%
-209.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -7.5% | -11.5% | +4.1% | -5.0% |
| 30D | -5.3% | -13.1% | +7.8% | -2.6% |
| 3M | +15.6% | +18.1% | -2.5% | +11.2% |
| 6M | +19.5% | +13.3% | +6.2% | +15.5% |
| YTD | +5.8% | -3.2% | +9.0% | +5.1% |
| 1Y | -10.9% | +26.1% | -37.0% | -16.8% |
| 3Y | +5.4% | +151.7% | -146.3% | -18.1% |
| 5Y | +20.4% | +88.3% | -68.0% | -4.4% |
| 10Y | +164.1% | +158.0% | +6.1% | +80.7% |
| All | +560.4% | +770.2% | -209.9% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling