+162.6%
PAYX vs FICO
+651.8%
-489.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | -7.9% | -14.1% | +6.2% | -3.9% |
| 30D | -5.0% | -7.5% | +2.4% | -3.3% |
| 3M | +15.1% | -21.3% | +36.4% | +22.5% |
| 6M | +23.9% | -25.2% | +49.2% | +32.3% |
| YTD | +6.2% | -43.2% | +49.3% | +23.5% |
| 1Y | -9.6% | -37.2% | +27.6% | +0.3% |
| 3Y | +5.8% | +6.8% | -1.0% | -9.4% |
| 5Y | +22.0% | +112.8% | -90.9% | -24.2% |
| All | +162.6% | +651.8% | -489.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling