+16.4%
FANG vs PAYC
+58.3%
-41.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.4% |
| 7D | +1.2% | -10.2% | +11.4% | +1.5% |
| 30D | +2.4% | +2.0% | +0.4% | +2.3% |
| 3M | +5.1% | +58.3% | -53.2% | +3.5% |
| 6M | +16.4% | +64.5% | -48.1% | +14.9% |
| All | +16.4% | +58.3% | -41.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 6mo: compounded portfolio wealth divided by compounded PAYC 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…
6mo analysis · Full analysis span regression · 6 months rolling