-23.8%
FDS vs PAYC
-2.9%
-20.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.5% |
| 7D | -8.8% | -8.7% | 0.0% | -4.1% |
| 30D | -1.4% | +1.2% | -2.5% | -1.8% |
| 3M | +13.9% | +58.6% | -44.7% | -16.7% |
| 6M | +27.4% | +56.6% | -29.2% | -6.6% |
| YTD | -2.5% | +36.2% | -38.7% | -24.8% |
| 1Y | -23.8% | -2.2% | -21.6% | -33.8% |
| All | -23.8% | -2.9% | -20.9% | -33.8% |
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