+93.0%
FOXA vs PAYC
-54.0%
+147.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -3.7% | -10.2% | +6.4% | -2.0% |
| 30D | +5.4% | +2.0% | +3.4% | +4.9% |
| 3M | -3.7% | +58.3% | -62.0% | -11.2% |
| 6M | +12.6% | +64.5% | -51.9% | +2.8% |
| YTD | -10.0% | +36.5% | -46.5% | -15.5% |
| 1Y | +15.0% | -1.3% | +16.3% | +13.5% |
| 3Y | +115.1% | -22.1% | +137.2% | +115.1% |
| 5Y | +93.0% | -53.3% | +146.4% | +94.8% |
| All | +93.0% | -54.0% | +147.1% | +94.8% |
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 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