+6.9%
FPS vs PAYX
+18.4%
-11.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -6.0% |
| 7D | +5.3% | -7.5% | +12.8% | -2.8% |
| 30D | -17.6% | -5.3% | -12.3% | -21.7% |
| 3M | -45.8% | +15.6% | -61.4% | -35.9% |
| 6M | -10.1% | +19.5% | -29.6% | +10.3% |
| All | +6.9% | +18.4% | -11.5% | +31.4% |
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