-30.7%
FSLY vs PAYC
+21.6%
-52.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.9% | +4.9% | 0.0% | +2.1% |
| 30D | -33.5% | +4.1% | -37.6% | -34.9% |
| 3M | -44.6% | +11.5% | -56.1% | -48.2% |
| 6M | -9.2% | +85.3% | -94.5% | -41.5% |
| YTD | +63.3% | +57.3% | +6.0% | +10.6% |
| 1Y | +45.3% | +52.6% | -7.3% | +0.2% |
| 3Y | +3.7% | +48.3% | -44.5% | -28.6% |
| 5Y | -67.2% | -47.8% | -19.3% | -57.0% |
| All | -30.7% | +21.6% | -52.3% | -42.1% |
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