+9.0%
PAYX vs FE
+47.0%
-38.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | 0.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | +7.8% | +4.5% | +3.3% | +5.9% |
| 3M | -6.8% | +1.3% | -8.2% | -7.3% |
| 6M | +31.3% | +8.7% | +22.7% | +26.8% |
| YTD | +7.7% | +9.2% | -1.5% | +3.1% |
| 1Y | +8.1% | +7.0% | +1.1% | +4.3% |
| 3Y | +12.2% | +51.4% | -39.2% | -9.9% |
| All | +9.0% | +47.0% | -38.0% | -11.2% |
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