-83.0%
FRMI vs PAYC
+4.4%
-87.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -3.7% |
| 7D | +15.9% | -8.7% | +24.7% | +12.9% |
| 30D | -6.0% | +1.2% | -7.1% | -5.2% |
| 3M | -1.6% | +58.6% | -60.2% | +15.7% |
| 6M | -30.7% | +56.6% | -87.3% | -16.6% |
| YTD | -30.9% | +36.2% | -67.1% | -20.9% |
| All | -83.0% | +4.4% | -87.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling