+435.8%
FERG vs PAYC
+1,229.9%
-794.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.6% |
| 7D | 0.0% | -2.9% | +2.8% | +0.2% |
| 30D | -10.2% | +32.8% | -42.9% | -12.5% |
| 3M | -0.6% | +69.3% | -69.9% | -5.3% |
| 6M | -6.5% | +74.0% | -80.5% | -11.4% |
| YTD | +4.2% | +46.4% | -42.2% | +0.1% |
| 1Y | -2.3% | +4.2% | -6.4% | -3.2% |
| 3Y | +48.5% | -19.7% | +68.2% | +47.7% |
| 5Y | +72.0% | -52.0% | +124.1% | +73.0% |
| 10Y | +369.9% | +356.9% | +13.0% | +360.8% |
| All | +435.8% | +1,229.9% | -794.1% | +432.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling