-83.4%
FRMI vs PAYC
+4.6%
-88.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +10.9% | -10.2% | +21.1% | +7.5% |
| 30D | -24.3% | +2.0% | -26.3% | -23.6% |
| 3M | -21.8% | +58.3% | -80.0% | -8.0% |
| 6M | -33.0% | +64.5% | -97.5% | -19.6% |
| YTD | -32.6% | +36.5% | -69.2% | -22.8% |
| All | -83.4% | +4.6% | -88.0% | -81.9% |
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