+14.7%
FXI vs PAYC
+358.9%
-344.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -3.9% | -5.5% | +1.6% | -2.9% |
| 30D | -2.1% | +3.8% | -5.9% | -2.9% |
| 3M | -0.5% | +65.8% | -66.3% | -10.3% |
| 6M | -4.5% | +68.7% | -73.2% | -14.8% |
| YTD | -9.2% | +38.3% | -47.6% | -16.1% |
| 1Y | -13.8% | -2.4% | -11.4% | -14.8% |
| 3Y | +36.6% | -21.5% | +58.1% | +35.4% |
| 5Y | -6.7% | -52.7% | +46.0% | -0.1% |
| All | +14.7% | +358.9% | -344.2% | -23.2% |
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