+539.5%
FICO vs PAYC
+535.4%
+4.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.1% |
| 7D | +4.0% | -9.5% | +13.5% | +8.1% |
| 30D | -1.5% | +3.3% | -4.8% | -2.9% |
| 3M | -29.8% | +14.5% | -44.3% | -33.3% |
| 6M | -33.3% | +76.0% | -109.3% | -48.3% |
| YTD | -56.9% | +53.4% | -110.2% | -64.7% |
| 1Y | -59.5% | +43.8% | -103.3% | -66.0% |
| 3Y | -26.9% | +45.3% | -72.2% | -42.3% |
| 5Y | +92.9% | -48.9% | +141.8% | +122.7% |
| 10Y | +539.5% | +500.5% | +39.0% | +178.1% |
| All | +539.5% | +535.4% | +4.1% | +178.1% |
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 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