+12.6%
PAYX vs FICO
-19.7%
+32.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.5% |
| 7D | -0.6% | -0.1% | -0.6% | -0.7% |
| 30D | +11.5% | +8.4% | +3.1% | +9.5% |
| 3M | -3.4% | -30.5% | +27.1% | +2.0% |
| 6M | +26.3% | -35.7% | +62.0% | +35.2% |
| YTD | +6.9% | -57.2% | +64.1% | +20.9% |
| 1Y | +7.1% | -58.4% | +65.5% | +21.6% |
| 3Y | +12.6% | -24.8% | +37.4% | +17.4% |
| All | +12.6% | -19.7% | +32.3% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling