-30.1%
FDS vs PAYC
-22.2%
-7.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.1% | -2.8% |
| 7D | -5.4% | -7.9% | +2.5% | -3.2% |
| 30D | +1.6% | +2.1% | -0.5% | +1.1% |
| 3M | +17.7% | +61.8% | -44.0% | +2.5% |
| 6M | +29.1% | +59.9% | -30.9% | +12.5% |
| YTD | +1.0% | +38.5% | -37.5% | -10.1% |
| 1Y | -21.6% | -1.4% | -20.3% | -26.8% |
| 3Y | -30.1% | -21.0% | -9.1% | -34.9% |
| All | -30.1% | -22.2% | -7.9% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling