-3.3%
PAYX vs FGI
+83.0%
-86.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.3% |
| 7D | -3.6% | +13.5% | -17.1% | -3.9% |
| 30D | +9.5% | +17.1% | -7.6% | +8.9% |
| 3M | -3.3% | +78.0% | -81.3% | -6.7% |
| All | -3.3% | +83.0% | -86.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3mo: compounded portfolio wealth divided by compounded FGI 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…
3mo analysis · Full analysis span regression · Available span rolling