+123.8%
FFIV vs PAYC
+510.1%
-386.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.4% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -33.3% | +5.2% | -38.5% | -34.3% |
| 3M | -24.9% | +18.0% | -42.9% | -28.3% |
| 6M | -10.5% | +81.6% | -92.2% | -24.8% |
| YTD | +24.4% | +57.3% | -32.8% | +7.9% |
| 1Y | +32.3% | +49.8% | -17.6% | +16.1% |
| 3Y | +99.7% | +49.0% | +50.7% | +70.5% |
| 5Y | +38.4% | -47.8% | +86.3% | +48.4% |
| All | +123.8% | +510.1% | -386.3% | +23.8% |
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