+7.0%
PAYX vs FCEL
-62.7%
+69.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | -4.9% | +6.3% | -11.1% | -4.8% |
| 30D | -3.8% | -26.7% | +22.9% | -3.9% |
| 3M | +17.9% | -10.2% | +28.0% | +17.2% |
| 6M | +26.1% | +123.5% | -97.4% | +23.1% |
| YTD | +6.7% | +117.4% | -110.6% | +4.1% |
| 1Y | -10.7% | +146.0% | -156.7% | -13.3% |
| 3Y | +7.0% | -61.9% | +68.9% | +5.6% |
| All | +7.0% | -62.7% | +69.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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