+47.5%
FITB vs PAYC
-48.2%
+95.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +4.9% | -2.1% | +1.7% |
| 30D | +9.8% | +4.1% | +5.7% | +8.8% |
| 3M | -5.2% | +11.5% | -16.6% | -7.5% |
| 6M | +17.3% | +85.3% | -68.0% | +1.0% |
| YTD | +19.3% | +57.3% | -38.0% | +6.0% |
| 1Y | +32.7% | +52.6% | -19.9% | +18.8% |
| 3Y | +141.6% | +48.3% | +93.3% | +114.5% |
| All | +47.5% | -48.2% | +95.7% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling