+164.0%
PAYX vs FFIV
+249.4%
-85.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.6% |
| 7D | -4.9% | +5.4% | -10.3% | -6.6% |
| 30D | -3.8% | -2.7% | -1.1% | -3.1% |
| 3M | +17.9% | +4.5% | +13.3% | +15.1% |
| 6M | +26.1% | +42.2% | -16.1% | +10.0% |
| YTD | +6.7% | +61.3% | -54.5% | -11.3% |
| 1Y | -10.7% | +23.0% | -33.8% | -18.9% |
| 3Y | +7.0% | +156.3% | -149.3% | -28.0% |
| 5Y | +22.6% | +102.9% | -80.2% | -11.9% |
| All | +164.0% | +249.4% | -85.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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