+65.4%
FDX vs PAYX
+20.8%
+44.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -3.9% | -7.9% | +4.1% | -1.2% |
| 30D | -3.3% | -5.0% | +1.7% | -1.6% |
| 3M | -2.0% | +15.1% | -17.1% | -7.0% |
| 6M | +8.0% | +23.9% | -15.9% | -0.6% |
| YTD | +35.0% | +6.2% | +28.8% | +31.7% |
| 1Y | +73.7% | -9.6% | +83.3% | +81.3% |
| 3Y | +61.6% | +5.8% | +55.8% | +55.2% |
| 5Y | +65.4% | +22.0% | +43.4% | +49.8% |
| All | +65.4% | +20.8% | +44.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 5y: compounded portfolio wealth divided by compounded PAYX 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…
5y analysis · Full analysis span regression · 6 months rolling