+282.3%
FITB vs PAYC
+1,229.9%
-947.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.7% |
| 7D | +0.6% | -2.9% | +3.5% | +1.3% |
| 30D | -4.7% | +32.8% | -37.5% | -12.1% |
| 3M | +6.7% | +69.3% | -62.6% | -7.9% |
| 6M | +12.6% | +74.0% | -61.4% | -4.4% |
| YTD | +19.1% | +46.4% | -27.3% | +5.3% |
| 1Y | +22.6% | +4.2% | +18.5% | +18.3% |
| 3Y | +127.1% | -19.7% | +146.9% | +123.4% |
| 5Y | +71.8% | -52.0% | +123.8% | +86.7% |
| 10Y | +287.2% | +356.9% | -69.7% | +165.4% |
| All | +282.3% | +1,229.9% | -947.6% | +132.7% |
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