+9.5%
PAYX vs FICO
+81.4%
-71.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.6% |
| 7D | -0.6% | -0.1% | -0.6% | -0.7% |
| 30D | +11.5% | +8.4% | +3.1% | +9.0% |
| 3M | -3.4% | -30.5% | +27.1% | +2.9% |
| 6M | +26.3% | -35.7% | +62.0% | +36.4% |
| YTD | +6.9% | -57.2% | +64.1% | +25.3% |
| 1Y | +7.1% | -58.4% | +65.5% | +26.2% |
| 3Y | +12.6% | -24.8% | +37.4% | +7.7% |
| 5Y | +9.5% | +79.3% | -69.8% | -21.1% |
| All | +9.5% | +81.4% | -71.9% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling