+690.4%
PAYX vs FN
+3,620.5%
-2,930.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.0% |
| 7D | -4.2% | -1.7% | -2.5% | -4.0% |
| 30D | +2.9% | -22.0% | +24.9% | +4.9% |
| 3M | +23.6% | -43.0% | +66.6% | +29.2% |
| 6M | +30.0% | -27.7% | +57.8% | +30.4% |
| YTD | +12.2% | -10.5% | +22.7% | +8.8% |
| 1Y | -7.5% | +12.5% | -20.0% | -13.5% |
| 3Y | +10.1% | +153.8% | -143.7% | -12.5% |
| 5Y | +25.1% | +288.0% | -262.9% | -8.9% |
| 10Y | +171.7% | +906.4% | -734.7% | +70.7% |
| All | +690.4% | +3,620.5% | -2,930.2% | +339.1% |
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