+24.6%
FLUT vs PAYC
+1,229.9%
-1,205.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.7% |
| 7D | -1.6% | -2.9% | +1.2% | -1.3% |
| 30D | +7.7% | +32.8% | -25.0% | +3.9% |
| 3M | -0.7% | +69.3% | -70.0% | -7.1% |
| 6M | -11.2% | +74.0% | -85.1% | -17.2% |
| YTD | -53.4% | +46.4% | -99.9% | -55.8% |
| 1Y | -65.8% | +4.2% | -69.9% | -66.4% |
| 3Y | -44.9% | -19.7% | -25.2% | -45.7% |
| 5Y | -49.7% | -52.0% | +2.3% | -49.9% |
| 10Y | -9.7% | +356.9% | -366.6% | -6.3% |
| All | +24.6% | +1,229.9% | -1,205.3% | +44.7% |
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