+90.3%
FOXA vs PAYC
+24.0%
+66.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.8% |
| 7D | -0.6% | -7.9% | +7.3% | +0.9% |
| 30D | +2.3% | +2.1% | +0.2% | +1.8% |
| 3M | -2.8% | +61.8% | -64.6% | -12.1% |
| 6M | +9.6% | +59.9% | -50.3% | -1.0% |
| YTD | -9.9% | +38.5% | -48.4% | -16.6% |
| 1Y | +5.4% | -1.4% | +6.7% | +3.9% |
| 3Y | +115.3% | -21.0% | +136.3% | +113.9% |
| 5Y | +93.1% | -52.9% | +146.0% | +106.7% |
| All | +90.3% | +24.0% | +66.3% | +47.6% |
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