+569.6%
PAYX vs FTI
+2,044.3%
-1,474.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.9% |
| 7D | -7.9% | -5.6% | -2.3% | -6.9% |
| 30D | -5.0% | +0.4% | -5.5% | -5.2% |
| 3M | +15.1% | +8.1% | +7.0% | +12.9% |
| 6M | +23.9% | +16.7% | +7.2% | +19.4% |
| YTD | +6.2% | +70.0% | -63.8% | -5.3% |
| 1Y | -9.6% | +85.4% | -95.1% | -21.0% |
| 3Y | +5.8% | +265.9% | -260.1% | -21.3% |
| 5Y | +22.0% | +1,072.7% | -1,050.8% | -31.8% |
| 10Y | +165.1% | +298.9% | -133.8% | +63.0% |
| All | +569.6% | +2,044.3% | -1,474.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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