+456.5%
PAYX vs FANG
+1,412.9%
-956.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.9% | +2.9% | -7.7% | -5.2% |
| 30D | -3.8% | +2.6% | -6.4% | -4.2% |
| 3M | +17.9% | +7.6% | +10.3% | +16.5% |
| 6M | +26.1% | +17.3% | +8.8% | +22.9% |
| YTD | +6.7% | +38.7% | -31.9% | +1.5% |
| 1Y | -10.7% | +51.6% | -62.4% | -16.3% |
| 3Y | +7.0% | +50.0% | -43.0% | -0.8% |
| 5Y | +22.6% | +237.6% | -214.9% | +0.4% |
| 10Y | +166.5% | +180.7% | -14.2% | +99.2% |
| All | +456.5% | +1,412.9% | -956.4% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling