+2,624.1%
PAYX vs FDS
+9,090.7%
-6,466.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -2.5% |
| 7D | -6.9% | -5.4% | -1.6% | -5.2% |
| 30D | -2.6% | +1.6% | -4.2% | -3.1% |
| 3M | +19.4% | +17.7% | +1.7% | +12.8% |
| 6M | +18.7% | +29.1% | -10.4% | +8.3% |
| YTD | +7.8% | +1.0% | +6.8% | +6.0% |
| 1Y | -9.9% | -21.6% | +11.8% | -4.4% |
| 3Y | +7.4% | -30.1% | +37.5% | +17.5% |
| 5Y | +21.8% | -20.7% | +42.6% | +27.6% |
| 10Y | +161.3% | +78.3% | +83.0% | +112.8% |
| All | +2,624.1% | +9,090.7% | -6,466.5% | +720.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling