+76.4%
FDS vs PAYC
+329.2%
-252.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | -8.8% | -8.7% | 0.0% | -6.3% |
| 30D | -1.4% | +1.2% | -2.5% | -1.6% |
| 3M | +13.9% | +58.6% | -44.7% | -0.8% |
| 6M | +27.4% | +56.6% | -29.2% | +11.4% |
| YTD | -2.5% | +36.2% | -38.7% | -11.5% |
| 1Y | -23.8% | -2.2% | -21.6% | -24.9% |
| 3Y | -32.5% | -22.3% | -10.2% | -33.0% |
| 5Y | -23.2% | -53.9% | +30.7% | -15.4% |
| 10Y | +76.4% | +347.5% | -271.1% | +18.2% |
| All | +76.4% | +329.2% | -252.8% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling