-38.6%
FICO vs PAYC
+5.6%
-44.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.7% | -13.0% | -15.3% |
| 7D | -19.2% | -2.9% | -16.3% | -18.1% |
| 30D | -14.6% | +32.8% | -47.3% | -23.2% |
| 3M | -20.1% | +69.3% | -89.4% | -36.4% |
| 6M | -36.3% | +74.0% | -110.3% | -50.5% |
| YTD | -44.9% | +46.4% | -91.3% | -54.9% |
| 1Y | -38.6% | +4.2% | -42.8% | -41.1% |
| All | -38.6% | +5.6% | -44.2% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling