+1,311.2%
FERG vs PAYX
+559.7%
+751.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.6% | -4.9% | +2.3% | -1.5% |
| 30D | -8.9% | -3.8% | -5.1% | -8.2% |
| 3M | -2.0% | +17.9% | -19.9% | -5.8% |
| 6M | -3.2% | +26.1% | -29.3% | -8.7% |
| YTD | +1.5% | +6.7% | -5.2% | -0.7% |
| 1Y | +0.5% | -10.7% | +11.2% | +2.5% |
| 3Y | +50.4% | +7.0% | +43.4% | +46.9% |
| 5Y | +68.7% | +22.6% | +46.1% | +61.3% |
| 10Y | +351.3% | +166.5% | +184.8% | +283.9% |
| All | +1,311.2% | +559.7% | +751.5% | +973.4% |
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