+19.4%
PAYX vs FITB
+5.3%
+14.2%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.8% |
| 7D | -6.9% | +2.8% | -9.8% | -7.2% |
| 30D | -2.6% | -4.5% | +1.9% | -1.8% |
| 3M | +19.4% | +5.7% | +13.8% | +17.3% |
| All | +19.4% | +5.3% | +14.2% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 3mo: compounded portfolio wealth divided by compounded FITB 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…
3mo analysis · Full analysis span regression · Available span rolling