+22.0%
PAYX vs FFIV
+95.0%
-73.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -7.9% | +1.6% | -9.5% | -8.4% |
| 30D | -5.0% | -3.7% | -1.3% | -4.1% |
| 3M | +15.1% | +2.0% | +13.1% | +13.4% |
| 6M | +23.9% | +39.3% | -15.3% | +9.3% |
| YTD | +6.2% | +56.1% | -49.9% | -10.3% |
| 1Y | -9.6% | +22.0% | -31.6% | -17.4% |
| 3Y | +5.8% | +148.2% | -142.4% | -29.1% |
| 5Y | +22.0% | +96.3% | -74.4% | -10.1% |
| All | +22.0% | +95.0% | -73.1% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling