+183.6%
PAYX vs FN
+772.0%
-588.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.0% | +1.6% |
| 7D | +0.5% | -4.1% | +4.6% | +0.6% |
| 30D | +12.9% | -28.3% | +41.2% | +15.5% |
| 3M | -3.1% | -33.9% | +30.7% | -0.7% |
| 6M | +27.9% | -43.9% | +71.8% | +31.6% |
| YTD | +8.2% | -23.4% | +31.7% | +4.6% |
| 1Y | +8.9% | -25.4% | +34.3% | +5.1% |
| 3Y | +12.6% | +107.9% | -95.3% | -14.9% |
| 5Y | +10.8% | +195.1% | -184.3% | -25.3% |
| 10Y | +183.6% | +794.1% | -610.5% | +54.5% |
| All | +183.6% | +772.0% | -588.3% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling