+512.2%
PAYC vs PFG
+184.0%
+328.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +4.9% | +2.4% | +2.5% | +3.4% |
| 30D | +4.1% | +5.9% | -1.7% | +0.9% |
| 3M | +11.5% | -0.4% | +11.9% | +11.4% |
| 6M | +85.3% | +14.8% | +70.4% | +71.3% |
| YTD | +57.3% | +31.9% | +25.4% | +33.8% |
| 1Y | +52.6% | +38.8% | +13.7% | +26.0% |
| 3Y | +48.3% | +82.4% | -34.1% | +3.3% |
| 5Y | -47.8% | +94.7% | -142.5% | -65.1% |
| All | +512.2% | +184.0% | +328.2% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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