+28.4%
FXI vs PAYC
+1,328.5%
-1,300.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +4.9% | -9.1% | -5.0% |
| 30D | -1.1% | +4.1% | -5.2% | -2.0% |
| 3M | -4.0% | +11.5% | -15.4% | -6.0% |
| 6M | -11.8% | +85.3% | -97.1% | -21.8% |
| YTD | -11.9% | +57.3% | -69.2% | -20.2% |
| 1Y | -16.1% | +52.6% | -68.7% | -23.6% |
| 3Y | +38.8% | +48.3% | -9.5% | +24.1% |
| 5Y | -9.1% | -47.8% | +38.8% | -5.3% |
| 10Y | +18.4% | +515.9% | -497.4% | -20.4% |
| All | +28.4% | +1,328.5% | -1,300.2% | -17.9% |
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