+9.7%
FPS vs PAYX
+19.5%
-9.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.4% | +9.5% |
| 7D | +1.5% | -4.9% | +6.4% | -3.6% |
| 30D | -16.9% | -3.8% | -13.1% | -19.7% |
| 3M | -45.3% | +17.9% | -63.2% | -34.4% |
| 6M | -10.3% | +26.1% | -36.4% | +14.4% |
| All | +9.7% | +19.5% | -9.8% | +36.1% |
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