-7.5%
PAYX vs FOXA
+9.1%
-16.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.0% |
| 7D | -4.2% | -4.0% | -0.2% | -3.4% |
| 30D | +2.9% | +12.0% | -9.1% | +0.1% |
| 3M | +23.6% | +0.3% | +23.4% | +21.4% |
| 6M | +30.0% | +12.5% | +17.6% | +24.0% |
| YTD | +12.2% | -9.6% | +21.8% | +11.5% |
| 1Y | -7.5% | +8.6% | -16.1% | -10.8% |
| All | -7.5% | +9.1% | -16.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling