+35,871.1%
PAYX vs FICO
+81,563.4%
-45,692.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | +12.9% | +9.4% | +3.4% | +10.6% |
| 3M | -3.1% | -30.4% | +27.3% | +2.1% |
| 6M | +27.9% | -35.1% | +63.0% | +35.9% |
| YTD | +8.2% | -56.8% | +65.0% | +23.4% |
| 1Y | +8.9% | -58.4% | +67.3% | +24.9% |
| 3Y | +12.6% | -26.7% | +39.3% | +12.7% |
| 5Y | +10.8% | +88.0% | -77.3% | -9.0% |
| 10Y | +183.6% | +545.7% | -362.1% | +87.1% |
| All | +35,871.1% | +81,563.4% | -45,692.3% | +16,263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling