+349.2%
PAYC vs PFG
+251.1%
+98.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.8% |
| 7D | -5.5% | -0.4% | -5.1% | -5.2% |
| 30D | +3.8% | +2.9% | +0.9% | +2.1% |
| 3M | +65.8% | +6.7% | +59.1% | +60.1% |
| 6M | +68.7% | +33.8% | +34.9% | +43.5% |
| YTD | +38.3% | +35.0% | +3.4% | +16.6% |
| 1Y | -2.4% | +46.4% | -48.8% | -21.8% |
| 3Y | -21.5% | +71.7% | -93.2% | -43.2% |
| 5Y | -52.7% | +113.7% | -166.4% | -69.8% |
| All | +349.2% | +251.1% | +98.2% | +90.6% |
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