+1,450.8%
PAYC vs PFG
+314.1%
+1,136.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -2.8% |
| 7D | -2.9% | +5.5% | -8.4% | -5.8% |
| 30D | +32.8% | +2.4% | +30.4% | +30.9% |
| 3M | +69.3% | +13.6% | +55.7% | +57.9% |
| 6M | +74.0% | +27.9% | +46.1% | +51.5% |
| YTD | +46.4% | +35.6% | +10.9% | +23.0% |
| 1Y | +4.2% | +48.5% | -44.3% | -17.2% |
| 3Y | -19.7% | +66.9% | -86.6% | -41.0% |
| 5Y | -52.0% | +111.0% | -163.0% | -69.2% |
| 10Y | +356.9% | +244.5% | +112.4% | +91.0% |
| All | +1,450.8% | +314.1% | +1,136.7% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling