+164.1%
PAYX vs FN
+890.7%
-726.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -1.9% |
| 7D | -7.5% | +5.8% | -13.3% | -8.0% |
| 30D | -5.3% | -20.6% | +15.3% | -3.7% |
| 3M | +15.6% | -28.6% | +44.2% | +18.1% |
| 6M | +19.5% | -20.7% | +40.2% | +18.3% |
| YTD | +5.8% | -8.1% | +13.9% | +1.5% |
| 1Y | -10.9% | +13.3% | -24.2% | -17.8% |
| 3Y | +5.4% | +175.7% | -170.3% | -22.5% |
| 5Y | +20.4% | +297.4% | -277.0% | -21.2% |
| 10Y | +164.1% | +950.9% | -786.8% | +42.4% |
| All | +164.1% | +890.7% | -726.6% | +42.4% |
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