+1,333.3%
FN vs PAYC
+1,335.2%
-1.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.8% | -7.5% | -12.8% |
| 7D | -16.0% | -4.1% | -11.9% | -15.1% |
| 30D | -40.1% | +12.4% | -52.5% | -41.8% |
| 3M | -43.9% | +43.3% | -87.2% | -48.8% |
| 6M | -55.6% | +90.7% | -146.3% | -62.8% |
| YTD | -35.7% | +58.0% | -93.7% | -44.1% |
| 1Y | -39.8% | +37.4% | -77.2% | -45.9% |
| 3Y | +80.3% | +61.1% | +19.1% | +51.7% |
| 5Y | +143.3% | -49.1% | +192.4% | +160.0% |
| 10Y | +682.3% | +497.7% | +184.6% | +378.1% |
| All | +1,333.3% | +1,335.2% | -1.9% | +678.4% |
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