+7.0%
PAYX vs FITB
+130.4%
-123.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.8% | -5.7% | +1.9% | -2.4% |
| 3M | +17.9% | +3.2% | +14.7% | +16.8% |
| 6M | +26.1% | +23.4% | +2.7% | +18.7% |
| YTD | +6.7% | +18.8% | -12.0% | +1.4% |
| 1Y | -10.7% | +25.0% | -35.7% | -16.7% |
| 3Y | +7.0% | +131.2% | -124.2% | -13.0% |
| All | +7.0% | +130.4% | -123.4% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling