+126.9%
FFIV vs PAYC
+474.5%
-347.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | -4.2% | -9.5% | +5.3% | -1.8% |
| 30D | -33.9% | +2.5% | -36.3% | -34.4% |
| 3M | -22.6% | +11.7% | -34.3% | -25.1% |
| 6M | -10.4% | +74.6% | -85.0% | -23.9% |
| YTD | +24.3% | +50.4% | -26.1% | +9.0% |
| 1Y | +31.8% | +44.0% | -12.2% | +16.8% |
| 3Y | +99.5% | +42.5% | +57.0% | +72.3% |
| 5Y | +40.7% | -50.3% | +91.0% | +52.7% |
| 10Y | +126.9% | +521.2% | -394.3% | +26.1% |
| All | +126.9% | +474.5% | -347.6% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling