+50.4%
FERG vs PAYC
-21.6%
+72.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -2.6% | -5.5% | +2.9% | -2.0% |
| 30D | -8.9% | +3.8% | -12.7% | -9.3% |
| 3M | -2.0% | +65.8% | -67.9% | -7.8% |
| 6M | -3.2% | +68.7% | -71.9% | -9.5% |
| YTD | +1.5% | +38.3% | -36.8% | -2.3% |
| 1Y | +0.5% | -2.4% | +2.9% | +2.1% |
| 3Y | +50.4% | -21.5% | +72.0% | +55.9% |
| All | +50.4% | -21.6% | +72.0% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling