+2,276.3%
PAYX vs FE
+561.4%
+1,714.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -4.2% | +1.9% | -6.1% | -4.9% |
| 30D | +2.9% | -1.2% | +4.1% | +3.3% |
| 3M | +23.6% | +3.5% | +20.1% | +22.0% |
| 6M | +30.0% | -6.1% | +36.1% | +32.6% |
| YTD | +12.2% | +7.6% | +4.6% | +8.6% |
| 1Y | -7.5% | +11.9% | -19.4% | -11.8% |
| 3Y | +10.1% | +48.4% | -38.3% | -6.6% |
| 5Y | +25.1% | +44.8% | -19.7% | +6.8% |
| 10Y | +171.7% | +115.9% | +55.8% | +96.4% |
| All | +2,276.3% | +561.4% | +1,714.8% | +902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling