+14.3%
PAYX vs FGI
-74.8%
+89.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +0.7% |
| 7D | -1.2% | -14.4% | +13.2% | -1.1% |
| 30D | +7.8% | -11.8% | +19.6% | +7.9% |
| 3M | -6.8% | -46.2% | +39.4% | -6.3% |
| 6M | +31.3% | +5.2% | +26.1% | +29.9% |
| YTD | +7.7% | +10.5% | -2.8% | +6.2% |
| 1Y | +8.1% | +25.5% | -17.4% | +6.1% |
| 3Y | +12.2% | -16.0% | +28.2% | +9.6% |
| All | +14.3% | -74.8% | +89.1% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling