+1,565.7%
PAYC vs PFG
+300.9%
+1,264.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +5.2% | +5.0% | +0.2% | +2.4% |
| 3M | +18.0% | +0.1% | +17.9% | +17.6% |
| 6M | +81.6% | +13.8% | +67.9% | +68.9% |
| YTD | +57.3% | +31.2% | +26.0% | +34.3% |
| 1Y | +49.8% | +37.1% | +12.8% | +24.7% |
| 3Y | +49.0% | +80.6% | -31.6% | +4.7% |
| 5Y | -47.8% | +93.7% | -141.6% | -64.9% |
| 10Y | +515.8% | +185.5% | +330.3% | +185.5% |
| All | +1,565.7% | +300.9% | +1,264.8% | +612.6% |
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 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