+1,893.2%
FN vs PAYC
+1,229.9%
+663.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.8% | +4.0% |
| 7D | -1.7% | -2.9% | +1.2% | -1.1% |
| 30D | -22.0% | +32.8% | -54.7% | -27.3% |
| 3M | -43.0% | +69.3% | -112.3% | -50.3% |
| 6M | -27.7% | +74.0% | -101.7% | -38.4% |
| YTD | -10.5% | +46.4% | -56.9% | -20.7% |
| 1Y | +12.5% | +4.2% | +8.3% | +8.6% |
| 3Y | +153.8% | -19.7% | +173.5% | +149.3% |
| 5Y | +288.0% | -52.0% | +340.0% | +320.6% |
| 10Y | +906.4% | +356.9% | +549.5% | +543.2% |
| All | +1,893.2% | +1,229.9% | +663.3% | +1,005.5% |
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