+34.2%
FXI vs PAYC
+1,158.0%
-1,123.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -1.5% |
| 7D | -1.0% | -7.9% | +6.9% | +0.4% |
| 30D | -3.2% | +2.1% | -5.4% | -3.7% |
| 3M | +1.7% | +61.8% | -60.1% | -7.4% |
| 6M | -1.6% | +59.9% | -61.5% | -10.6% |
| YTD | -7.9% | +38.5% | -46.4% | -14.5% |
| 1Y | -9.6% | -1.4% | -8.3% | -10.9% |
| 3Y | +40.5% | -21.0% | +61.5% | +38.8% |
| 5Y | -6.2% | -52.9% | +46.7% | -0.7% |
| 10Y | +14.2% | +332.8% | -318.7% | -19.3% |
| All | +34.2% | +1,158.0% | -1,123.8% | -12.1% |
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