-23.2%
FDS vs PAYC
-53.8%
+30.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | -8.8% | -8.7% | 0.0% | -6.5% |
| 30D | -1.4% | +1.2% | -2.5% | -1.6% |
| 3M | +13.9% | +58.6% | -44.7% | -0.2% |
| 6M | +27.4% | +56.6% | -29.2% | +12.0% |
| YTD | -2.5% | +36.2% | -38.7% | -11.7% |
| 1Y | -23.8% | -2.2% | -21.6% | -26.2% |
| 3Y | -32.5% | -22.3% | -10.2% | -33.6% |
| 5Y | -23.2% | -53.9% | +30.7% | -19.3% |
| All | -23.2% | -53.8% | +30.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling