+35,425.3%
PAYX vs FICO
+80,792.2%
-45,366.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | -3.4% | -30.5% | +27.1% | +1.8% |
| 6M | +26.3% | -35.7% | +62.0% | +34.5% |
| YTD | +6.9% | -57.2% | +64.1% | +22.0% |
| 1Y | +7.1% | -58.4% | +65.5% | +22.9% |
| 3Y | +12.6% | -24.8% | +37.4% | +12.2% |
| 5Y | +9.5% | +79.3% | -69.8% | -9.2% |
| 10Y | +184.3% | +531.6% | -347.4% | +88.2% |
| All | +35,425.3% | +80,792.2% | -45,366.9% | +16,089.4% |
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 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