+8.1%
FPS vs PAYX
+25.6%
-17.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.1% | -0.4% |
| 7D | +3.1% | -4.2% | +7.3% | -1.5% |
| 30D | -18.6% | +2.9% | -21.5% | -15.4% |
| 3M | -51.5% | +23.6% | -75.1% | -38.6% |
| 6M | -8.5% | +30.0% | -38.6% | +20.8% |
| All | +8.1% | +25.6% | -17.5% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling