-0.1%
FTV vs PAYC
-53.8%
+53.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -1.3% | -8.7% | +7.5% | +0.6% |
| 30D | -9.5% | +1.2% | -10.7% | -9.8% |
| 3M | -10.9% | +58.6% | -69.5% | -20.4% |
| 6M | -0.6% | +56.6% | -57.2% | -11.5% |
| YTD | +1.4% | +36.2% | -34.8% | -6.9% |
| 1Y | +17.6% | -2.2% | +19.8% | +16.3% |
| 3Y | -3.3% | -22.3% | +19.0% | -2.2% |
| 5Y | -0.1% | -53.9% | +53.7% | +5.9% |
| All | -0.1% | -53.8% | +53.7% | +5.9% |
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 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