+7.4%
PAYX vs FGI
-6.2%
+13.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -3.9% |
| 7D | -6.9% | +5.2% | -12.1% | -7.0% |
| 30D | -2.6% | +65.2% | -67.8% | -3.1% |
| 3M | +19.4% | +30.2% | -10.7% | +18.7% |
| 6M | +18.7% | +87.8% | -69.2% | +18.4% |
| YTD | +7.8% | +32.5% | -24.7% | +7.5% |
| 1Y | -9.9% | +93.6% | -103.4% | -9.9% |
| 3Y | +7.4% | -2.6% | +10.0% | +8.0% |
| All | +7.4% | -6.2% | +13.6% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling