+6.4%
FLUT vs PAYC
+1,292.9%
-1,286.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.4% |
| 7D | +4.5% | -9.5% | +14.0% | +5.7% |
| 30D | +9.2% | +3.3% | +6.0% | +8.8% |
| 3M | -13.7% | +14.5% | -28.2% | -15.1% |
| 6M | -9.0% | +76.0% | -85.1% | -15.3% |
| YTD | -60.2% | +53.4% | -113.6% | -62.5% |
| 1Y | -63.1% | +43.8% | -106.9% | -65.0% |
| 3Y | -42.5% | +45.3% | -87.7% | -45.7% |
| 5Y | -47.6% | -48.9% | +1.4% | -48.1% |
| 10Y | -22.9% | +500.5% | -523.4% | -20.0% |
| All | +6.4% | +1,292.9% | -1,286.5% | +22.8% |
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