+22.0%
PAYX vs EXR
-11.2%
+33.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -7.9% | -3.2% | -4.7% | -6.8% |
| 30D | -5.0% | -6.9% | +1.8% | -2.5% |
| 3M | +15.1% | -7.8% | +22.9% | +18.8% |
| 6M | +23.9% | -4.9% | +28.8% | +26.0% |
| YTD | +6.2% | +7.2% | -1.0% | +2.8% |
| 1Y | -9.6% | -1.5% | -8.1% | -9.7% |
| 3Y | +5.8% | +22.3% | -16.4% | -6.0% |
| 5Y | +22.0% | -10.9% | +32.9% | +30.3% |
| All | +22.0% | -11.2% | +33.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 5y: compounded portfolio wealth divided by compounded EXR 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…
5y analysis · Full analysis span regression · 6 months rolling