+230.0%
PAYX vs FTAI
+2,443.2%
-2,213.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.2% |
| 7D | -4.9% | -5.2% | +0.4% | -4.4% |
| 30D | -3.8% | -17.9% | +14.1% | -2.1% |
| 3M | +17.9% | -22.7% | +40.6% | +20.1% |
| 6M | +26.1% | -28.0% | +54.1% | +28.1% |
| YTD | +6.7% | -5.0% | +11.7% | +4.2% |
| 1Y | -10.7% | +10.4% | -21.1% | -15.1% |
| 3Y | +7.0% | +425.2% | -418.3% | -25.0% |
| 5Y | +22.6% | +890.3% | -867.7% | -24.3% |
| 10Y | +166.5% | +3,106.5% | -2,940.0% | +45.7% |
| All | +230.0% | +2,443.2% | -2,213.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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