+12.2%
PAYX vs FGI
-69.1%
+81.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -1.9% |
| 7D | -7.5% | +14.7% | -22.1% | -7.6% |
| 30D | -5.3% | +67.0% | -72.3% | -6.5% |
| 3M | +15.6% | +31.0% | -15.4% | +14.3% |
| 6M | +19.5% | +126.8% | -107.4% | +17.0% |
| YTD | +5.8% | +35.6% | -29.8% | +4.2% |
| 1Y | -10.9% | +108.9% | -119.8% | -13.7% |
| 3Y | +5.4% | -0.3% | +5.7% | +3.0% |
| All | +12.2% | -69.1% | +81.3% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling