-16.8%
FDS vs PAYC
+5.6%
-22.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -1.6% |
| 7D | -1.9% | -2.9% | +1.0% | -0.3% |
| 30D | +9.0% | +32.8% | -23.7% | -8.1% |
| 3M | +18.9% | +69.3% | -50.4% | -16.0% |
| 6M | +35.1% | +74.0% | -38.8% | -6.6% |
| YTD | +5.5% | +46.4% | -40.9% | -21.7% |
| 1Y | -16.8% | +4.2% | -21.0% | -30.6% |
| All | -16.8% | +5.6% | -22.4% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling