+23.6%
PAYX vs FE
+49.0%
-25.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.9% | -1.4% | -3.5% | -4.3% |
| 30D | -3.8% | -1.9% | -1.9% | -3.1% |
| 3M | +17.9% | -0.2% | +18.0% | +17.8% |
| 6M | +26.1% | -7.1% | +33.1% | +29.4% |
| YTD | +6.7% | +6.1% | +0.6% | +3.3% |
| 1Y | -10.7% | +10.1% | -20.8% | -15.2% |
| 3Y | +7.0% | +46.9% | -39.9% | -12.8% |
| All | +23.6% | +49.0% | -25.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling