+3,950.6%
FDX vs PAYX
+35,385.9%
-31,435.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -3.3% | -4.9% | +1.6% | -1.9% |
| 30D | -4.5% | -3.8% | -0.7% | -3.5% |
| 3M | -7.3% | +17.9% | -25.2% | -12.0% |
| 6M | +7.5% | +26.1% | -18.5% | -0.2% |
| YTD | +35.1% | +6.7% | +28.3% | +31.0% |
| 1Y | +71.4% | -10.7% | +82.2% | +74.9% |
| 3Y | +60.8% | +7.0% | +53.8% | +54.4% |
| 5Y | +65.5% | +22.6% | +42.9% | +52.1% |
| 10Y | +181.3% | +166.5% | +14.8% | +109.3% |
| All | +3,950.6% | +35,385.9% | -31,435.3% | +1,684.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling