-83.1%
FRMI vs PAYC
+6.0%
-89.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.5% |
| 7D | +7.4% | -5.5% | +12.9% | +5.7% |
| 30D | -27.6% | +3.8% | -31.4% | -26.5% |
| 3M | -20.9% | +65.8% | -86.7% | -5.9% |
| 6M | -36.6% | +68.7% | -105.3% | -23.6% |
| YTD | -31.3% | +38.3% | -69.6% | -20.9% |
| All | -83.1% | +6.0% | -89.1% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling