-99.9%
FCEL vs PAYC
+1,328.5%
-1,428.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -2.8% | +4.9% | -7.7% | -4.7% |
| 30D | -31.6% | +4.1% | -35.8% | -33.3% |
| 3M | -52.4% | +11.5% | -63.9% | -55.4% |
| 6M | -51.4% | +85.3% | -136.7% | -65.8% |
| YTD | +32.4% | +57.3% | -24.9% | -1.2% |
| 1Y | +37.5% | +52.6% | -15.1% | +3.9% |
| 3Y | -69.3% | +48.3% | -117.5% | -77.2% |
| 5Y | -97.1% | -47.8% | -49.3% | -96.7% |
| 10Y | -99.1% | +515.9% | -615.0% | -99.4% |
| All | -99.9% | +1,328.5% | -1,428.4% | -99.9% |
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 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