+231.4%
FDS vs PAYC
+1,229.9%
-998.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.6% |
| 7D | -1.9% | -2.9% | +1.0% | -1.2% |
| 30D | +9.0% | +32.8% | -23.7% | +0.8% |
| 3M | +18.9% | +69.3% | -50.4% | +3.6% |
| 6M | +35.1% | +74.0% | -38.8% | +17.2% |
| YTD | +5.5% | +46.4% | -40.9% | -4.8% |
| 1Y | -16.8% | +4.2% | -21.0% | -19.1% |
| 3Y | -28.1% | -19.7% | -8.3% | -29.1% |
| 5Y | -17.4% | -52.0% | +34.6% | -11.5% |
| 10Y | +85.4% | +356.9% | -271.5% | +29.0% |
| All | +231.4% | +1,229.9% | -998.5% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling