+164.0%
PAYX vs FDS
+64.8%
+99.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.1% |
| 7D | -4.9% | -14.0% | +9.1% | +2.4% |
| 30D | -3.8% | -6.2% | +2.4% | -0.9% |
| 3M | +17.9% | +10.2% | +7.7% | +11.3% |
| 6M | +26.1% | +27.4% | -1.4% | +9.7% |
| YTD | +6.7% | -9.3% | +16.0% | +9.4% |
| 1Y | -10.7% | -28.6% | +17.9% | +2.7% |
| 3Y | +7.0% | -36.8% | +43.8% | +28.9% |
| 5Y | +22.6% | -28.6% | +51.2% | +36.3% |
| All | +164.0% | +64.8% | +99.2% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling