+667.1%
PAYX vs PFG
+999.6%
-332.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.5% |
| 7D | -6.9% | +6.0% | -12.9% | -8.5% |
| 30D | -2.6% | +2.2% | -4.8% | -3.3% |
| 3M | +19.4% | +10.4% | +9.1% | +16.0% |
| 6M | +18.7% | +27.8% | -9.1% | +10.4% |
| YTD | +7.8% | +33.6% | -25.9% | -1.1% |
| 1Y | -9.9% | +49.3% | -59.2% | -20.1% |
| 3Y | +7.4% | +69.7% | -62.3% | -8.9% |
| 5Y | +21.8% | +111.3% | -89.5% | -3.7% |
| 10Y | +161.3% | +240.3% | -79.0% | +74.3% |
| All | +667.1% | +999.6% | -332.6% | +185.5% |
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