+372.2%
PAYX vs FLR
+579.2%
-207.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -4.9% | -3.5% | -1.4% | -4.3% |
| 30D | -3.8% | +4.2% | -8.0% | -4.5% |
| 3M | +17.9% | +8.1% | +9.8% | +15.3% |
| 6M | +26.1% | +21.5% | +4.6% | +19.8% |
| YTD | +6.7% | +36.8% | -30.0% | -0.9% |
| 1Y | -10.7% | +31.2% | -42.0% | -17.0% |
| 3Y | +7.0% | +53.9% | -46.9% | -6.8% |
| 5Y | +22.6% | +243.0% | -220.4% | -9.6% |
| 10Y | +166.5% | +18.8% | +147.7% | +112.9% |
| All | +372.2% | +579.2% | -207.0% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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