+1,268.7%
PAYX vs FFIV
+7,502.3%
-6,233.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | -6.9% | -1.5% | -5.4% | -6.7% |
| 30D | -2.6% | -2.7% | +0.1% | -2.3% |
| 3M | +19.4% | -1.7% | +21.1% | +19.4% |
| 6M | +18.7% | +36.1% | -17.5% | +12.9% |
| YTD | +7.8% | +52.6% | -44.9% | +0.7% |
| 1Y | -9.9% | +21.5% | -31.4% | -13.1% |
| 3Y | +7.4% | +142.7% | -135.2% | -7.1% |
| 5Y | +21.8% | +92.6% | -70.7% | +8.5% |
| 10Y | +161.3% | +225.5% | -64.2% | +114.0% |
| All | +1,268.7% | +7,502.3% | -6,233.6% | +469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling