+131.7%
FHN vs PAYC
-22.8%
+154.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | 0.0% | -8.7% | +8.8% | +1.2% |
| 30D | -2.6% | +1.2% | -3.7% | -2.8% |
| 3M | 0.0% | +58.6% | -58.6% | -7.0% |
| 6M | +9.2% | +56.6% | -47.4% | +1.3% |
| YTD | +4.3% | +36.2% | -31.9% | -0.9% |
| 1Y | +10.8% | -2.2% | +12.9% | +11.9% |
| All | +131.7% | -22.8% | +154.5% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling