+92.6%
FFIV vs PAYC
-53.3%
+145.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +1.0% |
| 7D | -1.5% | -7.9% | +6.4% | +0.3% |
| 30D | -2.7% | +2.1% | -4.8% | -3.3% |
| 3M | -1.7% | +61.8% | -63.4% | -13.6% |
| 6M | +36.1% | +59.9% | -23.8% | +19.4% |
| YTD | +52.6% | +38.5% | +14.1% | +38.3% |
| 1Y | +21.5% | -1.4% | +22.9% | +19.7% |
| 3Y | +142.7% | -21.0% | +163.7% | +144.2% |
| 5Y | +92.6% | -52.9% | +145.5% | +108.0% |
| All | +92.6% | -53.3% | +145.9% | +108.0% |
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