-26.1%
PAYC vs FGI
-69.8%
+43.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.4% |
| 7D | -7.9% | +5.2% | -13.0% | -8.0% |
| 30D | +2.1% | +65.2% | -63.1% | +0.1% |
| 3M | +61.8% | +30.2% | +31.6% | +58.8% |
| 6M | +59.9% | +87.8% | -27.9% | +55.3% |
| YTD | +38.5% | +32.5% | +6.0% | +35.2% |
| 1Y | -1.4% | +93.6% | -95.0% | -5.8% |
| 3Y | -21.0% | -2.6% | -18.4% | -23.6% |
| All | -26.1% | -69.8% | +43.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling