-7.5%
PAYX vs FANG
+43.7%
-51.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.7% |
| 7D | -4.2% | +0.8% | -5.0% | -4.2% |
| 30D | +2.9% | +7.6% | -4.7% | +2.8% |
| 3M | +23.6% | -1.3% | +24.9% | +23.4% |
| 6M | +30.0% | +14.7% | +15.4% | +29.5% |
| YTD | +12.2% | +34.8% | -22.6% | +11.8% |
| 1Y | -7.5% | +42.9% | -50.4% | -7.3% |
| All | -7.5% | +43.7% | -51.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling