+51.2%
PAYC vs FGI
+1.5%
+49.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -5.1% |
| 7D | -10.2% | -7.0% | -3.2% | -10.1% |
| 30D | +6.1% | -4.2% | +10.4% | +6.2% |
| 3M | +10.1% | +55.6% | -45.5% | +9.0% |
| 6M | +88.6% | -3.2% | +91.8% | +86.6% |
| YTD | +50.0% | +29.1% | +20.9% | +49.1% |
| 1Y | +46.1% | +51.0% | -4.9% | +45.5% |
| 3Y | +51.2% | +1.5% | +49.6% | +55.0% |
| All | +51.2% | +1.5% | +49.6% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling