+7.4%
PAYX vs FN
+175.0%
-167.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -3.8% |
| 7D | -6.9% | +3.5% | -10.5% | -6.8% |
| 30D | -2.6% | -26.0% | +23.4% | -3.5% |
| 3M | +19.4% | -33.3% | +52.7% | +18.7% |
| 6M | +18.7% | -14.9% | +33.6% | +17.3% |
| YTD | +7.8% | -8.6% | +16.3% | +6.0% |
| 1Y | -9.9% | +12.3% | -22.2% | -12.1% |
| 3Y | +7.4% | +174.4% | -167.0% | -7.8% |
| All | +7.4% | +175.0% | -167.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling