+501.6%
FERG vs PAYC
+1,328.5%
-827.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +4.9% | +4.9% | +9.3% |
| 30D | +15.0% | +4.1% | +10.9% | +14.6% |
| 3M | +3.8% | +11.5% | -7.7% | +2.7% |
| 6M | +10.6% | +85.3% | -74.7% | +4.4% |
| YTD | +17.0% | +57.3% | -40.3% | +11.7% |
| 1Y | +7.1% | +52.6% | -45.5% | +2.5% |
| 3Y | +67.7% | +48.3% | +19.5% | +60.7% |
| 5Y | +76.4% | -47.8% | +124.3% | +76.2% |
| 10Y | +424.2% | +515.9% | -91.6% | +408.9% |
| All | +501.6% | +1,328.5% | -827.0% | +493.7% |
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