+173.5%
FN vs PAYC
-52.1%
+225.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.1% | +16.7% | +12.5% |
| 7D | 0.0% | -10.2% | +10.1% | +1.7% |
| 30D | -34.3% | +6.1% | -40.5% | -35.2% |
| 3M | -39.9% | +10.1% | -49.9% | -41.3% |
| 6M | -51.8% | +88.6% | -140.5% | -58.6% |
| YTD | -28.1% | +50.0% | -78.1% | -35.1% |
| 1Y | -29.1% | +46.1% | -75.1% | -35.6% |
| 3Y | +102.4% | +51.2% | +51.3% | +77.3% |
| All | +173.5% | -52.1% | +225.6% | +219.9% |
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