-14.2%
FSLY vs PAYC
+13.2%
-27.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -0.4% |
| 7D | -10.6% | -2.9% | -7.8% | -9.1% |
| 30D | -20.9% | +32.8% | -53.7% | -36.1% |
| 3M | +3.4% | +69.3% | -65.9% | -29.2% |
| 6M | +2.7% | +74.0% | -71.2% | -34.4% |
| YTD | +102.3% | +46.4% | +55.9% | +43.0% |
| 1Y | +182.1% | +4.2% | +177.9% | +144.1% |
| 3Y | -14.6% | -19.7% | +5.2% | -17.8% |
| 5Y | -55.9% | -52.0% | -3.9% | -39.6% |
| All | -14.2% | +13.2% | -27.3% | -25.1% |
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 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