+458.5%
FSLR vs PAYX
+167.8%
+290.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +2.2% | -4.9% | +7.1% | +3.9% |
| 30D | -7.8% | -3.8% | -4.0% | -6.8% |
| 3M | -22.9% | +17.9% | -40.8% | -28.0% |
| 6M | +4.4% | +26.1% | -21.7% | -6.0% |
| YTD | -20.0% | +6.7% | -26.7% | -23.4% |
| 1Y | +2.8% | -10.7% | +13.6% | +6.1% |
| 3Y | +16.5% | +7.0% | +9.6% | +6.2% |
| 5Y | +110.3% | +22.6% | +87.7% | +76.7% |
| All | +458.5% | +167.8% | +290.6% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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