+291.1%
FANG vs PAYC
+1,140.1%
-849.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +1.2% | -10.2% | +11.4% | +3.7% |
| 30D | +2.4% | +2.0% | +0.4% | +1.7% |
| 3M | +5.1% | +58.3% | -53.2% | -7.2% |
| 6M | +16.4% | +64.5% | -48.1% | +1.2% |
| YTD | +39.0% | +36.5% | +2.4% | +25.7% |
| 1Y | +50.6% | -1.3% | +51.9% | +47.2% |
| 3Y | +46.9% | -22.1% | +69.1% | +45.1% |
| 5Y | +238.2% | -53.3% | +291.6% | +266.9% |
| 10Y | +181.3% | +348.5% | -167.2% | +83.8% |
| All | +291.1% | +1,140.1% | -849.1% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling