+499.7%
FICO vs PAYC
+453.6%
+46.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | +1.7% |
| 7D | -0.9% | -10.2% | +9.2% | +3.3% |
| 30D | +3.3% | +6.1% | -2.8% | +0.8% |
| 3M | -31.7% | +10.1% | -41.8% | -34.1% |
| 6M | -34.0% | +88.6% | -122.6% | -50.2% |
| YTD | -58.3% | +50.0% | -108.3% | -65.6% |
| 1Y | -57.9% | +46.1% | -104.0% | -64.9% |
| 3Y | -24.1% | +51.2% | -75.2% | -41.0% |
| 5Y | +85.3% | -51.7% | +137.0% | +119.5% |
| All | +499.7% | +453.6% | +46.1% | +177.7% |
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