-28.3%
FSLY vs PAYC
+21.5%
-49.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.9% |
| 7D | +11.8% | -0.5% | +12.2% | +11.9% |
| 30D | -36.5% | +5.2% | -41.7% | -38.2% |
| 3M | -39.7% | +18.0% | -57.7% | -45.5% |
| 6M | -9.7% | +81.6% | -91.3% | -41.1% |
| YTD | +68.9% | +57.3% | +11.6% | +14.4% |
| 1Y | +44.5% | +49.8% | -5.4% | +0.9% |
| 3Y | +4.8% | +49.0% | -44.2% | -28.1% |
| 5Y | -66.0% | -47.8% | -18.2% | -55.5% |
| All | -28.3% | +21.5% | -49.9% | -40.1% |
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