+131.5%
FE vs PAYC
+1,229.9%
-1,098.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.2% |
| 7D | +1.9% | -2.9% | +4.8% | +2.3% |
| 30D | -1.2% | +32.8% | -33.9% | -4.5% |
| 3M | +3.5% | +69.3% | -65.8% | -2.9% |
| 6M | -6.1% | +74.0% | -80.0% | -12.5% |
| YTD | +7.6% | +46.4% | -38.8% | +2.1% |
| 1Y | +11.9% | +4.2% | +7.7% | +10.3% |
| 3Y | +48.4% | -19.7% | +68.2% | +47.4% |
| 5Y | +44.8% | -52.0% | +96.8% | +50.7% |
| 10Y | +115.9% | +356.9% | -241.0% | +80.4% |
| All | +131.5% | +1,229.9% | -1,098.3% | +90.0% |
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