+239.7%
PAYX vs PFGC
+403.3%
-163.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -7.5% | -3.7% | -3.7% | -6.7% |
| 30D | -5.3% | -16.0% | +10.7% | -2.0% |
| 3M | +15.6% | -4.1% | +19.8% | +16.5% |
| 6M | +19.5% | +8.7% | +10.8% | +17.0% |
| YTD | +5.8% | +6.4% | -0.6% | +3.6% |
| 1Y | -10.9% | -8.4% | -2.5% | -10.0% |
| 3Y | +5.4% | +61.8% | -56.3% | -6.1% |
| 5Y | +20.4% | +108.7% | -88.3% | +0.2% |
| 10Y | +164.1% | +298.1% | -134.0% | +101.6% |
| All | +239.7% | +403.3% | -163.6% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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