+245.1%
FDX vs PAYC
+1,262.3%
-1,017.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.3% | -1.7% |
| 7D | -1.6% | -10.2% | +8.5% | +0.5% |
| 30D | +6.6% | +6.1% | +0.5% | +5.3% |
| 3M | -2.1% | +10.1% | -12.1% | -4.1% |
| 6M | +2.2% | +88.6% | -86.5% | -11.4% |
| YTD | +33.9% | +50.0% | -16.0% | +20.9% |
| 1Y | +50.2% | +46.1% | +4.2% | +36.3% |
| 3Y | +65.5% | +51.2% | +14.4% | +46.0% |
| 5Y | +74.1% | -51.7% | +125.7% | +86.2% |
| 10Y | +156.7% | +467.4% | -310.7% | +77.5% |
| All | +245.1% | +1,262.3% | -1,017.2% | +127.0% |
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