+197.0%
FFIV vs PAYC
+1,292.9%
-1,095.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | -2.9% | -9.5% | +6.6% | -0.9% |
| 30D | -32.4% | +3.3% | -35.7% | -33.0% |
| 3M | -22.7% | +14.5% | -37.2% | -25.3% |
| 6M | -10.7% | +76.0% | -86.7% | -22.5% |
| YTD | +25.4% | +53.4% | -28.0% | +11.5% |
| 1Y | +34.2% | +43.8% | -9.6% | +21.0% |
| 3Y | +101.2% | +45.3% | +55.9% | +77.1% |
| 5Y | +42.0% | -48.9% | +90.9% | +49.9% |
| 10Y | +126.7% | +500.5% | -373.8% | +53.8% |
| All | +197.0% | +1,292.9% | -1,095.9% | +89.5% |
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