+78.0%
FERG vs PAYC
-48.2%
+126.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +4.9% | +4.9% | +8.8% |
| 30D | +15.0% | +4.1% | +10.9% | +14.2% |
| 3M | +3.8% | +11.5% | -7.7% | +1.6% |
| 6M | +10.6% | +85.3% | -74.7% | -2.1% |
| YTD | +17.0% | +57.3% | -40.3% | +6.3% |
| 1Y | +7.1% | +52.6% | -45.5% | -2.0% |
| 3Y | +67.7% | +48.3% | +19.5% | +52.8% |
| All | +78.0% | -48.2% | +126.2% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling