+7.5%
PAYX vs FANG
+34.5%
-27.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.6% | +2.6% |
| 7D | +9.7% | -11.3% | +21.0% | +9.7% |
| 30D | +20.2% | -0.7% | +20.8% | +19.8% |
| 3M | +1.1% | -4.2% | +5.2% | +0.9% |
| 6M | +32.7% | -13.5% | +46.2% | +32.5% |
| YTD | +10.5% | +23.7% | -13.2% | +9.9% |
| All | +7.5% | +34.5% | -27.1% | +7.2% |
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