-29.1%
FICO vs PAYC
+50.1%
-79.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -0.8% | +5.2% | -5.9% | -2.4% |
| 3M | -31.3% | +18.0% | -49.3% | -34.4% |
| 6M | -33.9% | +81.6% | -115.6% | -45.6% |
| YTD | -57.6% | +57.3% | -114.8% | -64.1% |
| 1Y | -59.7% | +49.8% | -109.5% | -65.4% |
| All | -29.1% | +50.1% | -79.3% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling