+19,974.8%
PAYX vs FCEL
-99.7%
+20,074.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.5% |
| 7D | -7.5% | +15.1% | -22.5% | -8.3% |
| 30D | -5.3% | -16.4% | +11.1% | -4.8% |
| 3M | +15.6% | -5.3% | +20.9% | +13.4% |
| 6M | +19.5% | +124.5% | -105.1% | +9.3% |
| YTD | +5.8% | +126.7% | -120.9% | -3.9% |
| 1Y | -10.9% | +219.9% | -230.8% | -21.7% |
| 3Y | +5.4% | -61.6% | +67.1% | -0.5% |
| 5Y | +20.4% | -90.5% | +110.9% | +19.6% |
| 10Y | +164.1% | -99.1% | +263.2% | +145.7% |
| All | +19,974.8% | -99.7% | +20,074.5% | +16,353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling