+11.4%
FPS vs PAYC
+68.3%
-56.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +0.7% |
| 7D | +10.4% | -7.9% | +18.3% | +6.7% |
| 30D | -16.5% | +2.1% | -18.7% | -15.4% |
| 3M | -45.5% | +61.8% | -107.3% | -27.8% |
| 6M | +2.1% | +59.9% | -57.8% | +39.8% |
| All | +11.4% | +68.3% | -56.9% | +53.7% |
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