+1,072.7%
FTI vs PAYC
-54.0%
+1,126.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -5.6% | -10.2% | +4.6% | -4.3% |
| 30D | +0.4% | +2.0% | -1.6% | +0.1% |
| 3M | +8.1% | +58.3% | -50.2% | +0.7% |
| 6M | +16.7% | +64.5% | -47.8% | +7.5% |
| YTD | +70.0% | +36.5% | +33.4% | +61.1% |
| 1Y | +85.4% | -1.3% | +86.7% | +85.9% |
| 3Y | +265.9% | -22.1% | +288.1% | +270.5% |
| 5Y | +1,072.7% | -53.3% | +1,126.1% | +1,241.8% |
| All | +1,072.7% | -54.0% | +1,126.8% | +1,241.8% |
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