-16.1%
FLR vs PAYC
+1,158.0%
-1,174.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +2.0% |
| 7D | +0.7% | -7.9% | +8.6% | +2.4% |
| 30D | -0.7% | +2.1% | -2.8% | -1.2% |
| 3M | +14.3% | +61.8% | -47.4% | +0.6% |
| 6M | +25.6% | +59.9% | -34.3% | +9.7% |
| YTD | +42.9% | +38.5% | +4.4% | +28.5% |
| 1Y | +38.7% | -1.4% | +40.1% | +35.7% |
| 3Y | +61.8% | -21.0% | +82.8% | +59.5% |
| 5Y | +254.1% | -52.9% | +307.0% | +284.2% |
| 10Y | +20.0% | +332.8% | -312.8% | -16.1% |
| All | -16.1% | +1,158.0% | -1,174.1% | -47.7% |
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