+420.9%
FSLR vs PAYC
+510.1%
-89.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.0% |
| 7D | -12.0% | -0.5% | -11.5% | -12.0% |
| 30D | -7.7% | +5.2% | -12.8% | -9.3% |
| 3M | -24.0% | +18.0% | -42.0% | -28.0% |
| 6M | -24.4% | +81.6% | -106.1% | -37.9% |
| YTD | -34.0% | +57.3% | -91.3% | -44.3% |
| 1Y | -35.6% | +49.8% | -85.4% | -44.8% |
| 3Y | +28.7% | +49.0% | -20.3% | +6.3% |
| 5Y | +55.3% | -47.8% | +103.2% | +71.1% |
| All | +420.9% | +510.1% | -89.2% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling