+37,197.0%
PAYX vs FICO
+104,095.5%
-66,898.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -16.7% | +14.0% | +0.5% |
| 7D | -4.2% | -19.2% | +15.0% | -0.4% |
| 30D | +2.9% | -14.6% | +17.5% | +5.7% |
| 3M | +23.6% | -20.1% | +43.7% | +28.2% |
| 6M | +30.0% | -36.3% | +66.4% | +39.8% |
| YTD | +12.2% | -44.9% | +57.0% | +23.8% |
| 1Y | -7.5% | -38.6% | +31.2% | -0.6% |
| 3Y | +10.1% | +4.0% | +6.1% | +4.4% |
| 5Y | +25.1% | +99.5% | -74.4% | +2.9% |
| 10Y | +171.7% | +604.7% | -432.9% | +77.8% |
| All | +37,197.0% | +104,095.5% | -66,898.6% | +16,326.2% |
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 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