+0.7%
FPS vs PAYX
+18.8%
-18.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.4% |
| 7D | -4.6% | -7.9% | +3.3% | -12.4% |
| 30D | -22.6% | -5.0% | -17.5% | -26.2% |
| 3M | -45.1% | +15.1% | -60.2% | -35.2% |
| 6M | -17.8% | +23.9% | -41.8% | +3.5% |
| All | +0.7% | +18.8% | -18.1% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling