+93.9%
FTV vs PAYC
+451.2%
-357.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.1% |
| 7D | -4.5% | -2.9% | -1.6% | -3.8% |
| 30D | -7.1% | +32.8% | -39.8% | -13.9% |
| 3M | -7.2% | +69.3% | -76.4% | -19.5% |
| 6M | -1.5% | +74.0% | -75.5% | -15.8% |
| YTD | +3.5% | +46.4% | -42.9% | -7.8% |
| 1Y | +20.3% | +4.2% | +16.2% | +16.4% |
| 3Y | -3.1% | -19.7% | +16.6% | -4.3% |
| 5Y | +2.3% | -52.0% | +54.4% | +11.5% |
| 10Y | +76.3% | +356.9% | -280.6% | +15.1% |
| All | +93.9% | +451.2% | -357.2% | +23.8% |
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 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