+164.0%
PAYX vs XPO
+1,516.3%
-1,352.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.9% | -5.7% | +0.8% | -3.7% |
| 30D | -3.8% | -12.8% | +9.0% | -1.3% |
| 3M | +17.9% | -20.0% | +37.8% | +22.8% |
| 6M | +26.1% | -6.0% | +32.1% | +26.4% |
| YTD | +6.7% | +34.0% | -27.3% | -1.5% |
| 1Y | -10.7% | +35.6% | -46.3% | -18.3% |
| 3Y | +7.0% | +152.3% | -145.3% | -18.8% |
| 5Y | +22.6% | +264.4% | -241.8% | -18.9% |
| All | +164.0% | +1,516.3% | -1,352.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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