+69.0%
FITB vs PAYC
-54.1%
+123.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -0.4% | -8.7% | +8.4% | +1.4% |
| 30D | -5.1% | +1.2% | -6.3% | -5.5% |
| 3M | +3.5% | +58.6% | -55.1% | -7.3% |
| 6M | +17.2% | +56.6% | -39.4% | +4.5% |
| YTD | +17.6% | +36.2% | -18.6% | +8.0% |
| 1Y | +23.4% | -2.2% | +25.5% | +22.6% |
| 3Y | +129.7% | -22.3% | +152.0% | +132.3% |
| All | +69.0% | -54.1% | +123.1% | +74.5% |
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