-16.1%
PAYC vs FGI
-66.3%
+50.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.6% | +2.4% |
| 7D | -0.5% | +13.5% | -14.0% | -0.7% |
| 30D | +5.2% | +17.1% | -12.0% | +4.8% |
| 3M | +18.0% | +78.0% | -60.0% | +15.3% |
| 6M | +81.6% | +46.4% | +35.2% | +77.6% |
| YTD | +57.3% | +47.7% | +9.5% | +53.0% |
| 1Y | +49.8% | +56.8% | -7.0% | +45.1% |
| 3Y | +49.0% | +12.3% | +36.7% | +43.5% |
| All | -16.1% | -66.3% | +50.2% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling