+655.6%
PAYX vs FN
+3,131.3%
-2,475.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | -3.6% | +20.8% | -24.4% | -5.4% |
| 30D | +9.5% | -17.3% | +26.8% | +10.6% |
| 3M | -3.3% | -38.1% | +34.8% | -0.1% |
| 6M | +27.1% | -44.2% | +71.3% | +31.0% |
| YTD | +7.3% | -22.3% | +29.5% | +4.3% |
| 1Y | +8.3% | -20.9% | +29.2% | +4.7% |
| 3Y | +11.6% | +111.1% | -99.4% | -10.3% |
| 5Y | +8.5% | +191.8% | -183.3% | -19.0% |
| 10Y | +177.8% | +767.4% | -589.7% | +75.5% |
| All | +655.6% | +3,131.3% | -2,475.7% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling