+4.2%
PAYC vs FGI
+81.8%
-77.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.5% | -11.2% | -3.8% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | +32.8% | +65.4% | -32.7% | +31.4% |
| 3M | +69.3% | +23.5% | +45.8% | +67.3% |
| 6M | +74.0% | +60.5% | +13.4% | +73.5% |
| YTD | +46.4% | +30.0% | +16.4% | +46.0% |
| 1Y | +4.2% | +82.1% | -77.9% | +5.5% |
| All | +4.2% | +81.8% | -77.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling