+35,064.1%
PAYX vs FITB
+2,819.0%
+32,245.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -7.5% | -0.4% | -7.1% | -7.4% |
| 30D | -5.3% | -5.1% | -0.2% | -4.3% |
| 3M | +15.6% | +3.5% | +12.1% | +14.6% |
| 6M | +19.5% | +17.2% | +2.3% | +15.0% |
| YTD | +5.8% | +17.6% | -11.9% | +1.6% |
| 1Y | -10.9% | +23.4% | -34.2% | -15.4% |
| 3Y | +5.4% | +129.7% | -124.3% | -13.4% |
| 5Y | +20.4% | +68.4% | -48.0% | +4.0% |
| 10Y | +164.1% | +285.6% | -121.6% | +84.5% |
| All | +35,064.1% | +2,819.0% | +32,245.1% | +13,189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling