+8.9%
PAYX vs FICO
-58.1%
+67.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | +12.9% | +9.4% | +3.4% | +10.1% |
| 3M | -3.1% | -30.4% | +27.3% | +4.4% |
| 6M | +27.9% | -35.1% | +63.0% | +39.7% |
| YTD | +8.2% | -56.8% | +65.0% | +31.6% |
| 1Y | +8.9% | -58.4% | +67.3% | +33.5% |
| All | +8.9% | -58.1% | +67.0% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling