+132.1%
FE vs PAYC
+1,262.3%
-1,130.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.6% | +0.1% |
| 7D | 0.0% | -10.2% | +10.1% | +1.1% |
| 30D | +5.2% | +6.1% | -1.0% | +4.4% |
| 3M | 0.0% | +10.1% | -10.1% | -1.2% |
| 6M | +5.0% | +88.6% | -83.6% | -2.9% |
| YTD | +7.9% | +50.0% | -42.1% | +2.0% |
| 1Y | +6.3% | +46.1% | -39.7% | +0.7% |
| 3Y | +46.0% | +51.2% | -5.1% | +35.3% |
| 5Y | +45.6% | -51.7% | +97.3% | +51.5% |
| 10Y | +109.3% | +467.4% | -358.0% | +73.2% |
| All | +132.1% | +1,262.3% | -1,130.2% | +89.7% |
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