-7.5%
PAYX vs FN
+17.1%
-24.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -2.3% |
| 7D | -4.2% | -1.7% | -2.5% | -4.4% |
| 30D | +2.9% | -22.0% | +24.9% | +0.3% |
| 3M | +23.6% | -43.0% | +66.6% | +18.0% |
| 6M | +30.0% | -27.7% | +57.8% | +27.2% |
| YTD | +12.2% | -10.5% | +22.7% | +10.4% |
| 1Y | -7.5% | +12.5% | -20.0% | -7.1% |
| All | -7.5% | +17.1% | -24.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling