-7.5%
PAYX vs FTV
+21.7%
-29.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -4.2% | -4.5% | +0.3% | -3.1% |
| 30D | +2.9% | -7.1% | +10.0% | +4.8% |
| 3M | +23.6% | -7.2% | +30.8% | +25.3% |
| 6M | +30.0% | -1.5% | +31.5% | +29.7% |
| YTD | +12.2% | +3.5% | +8.7% | +11.1% |
| 1Y | -7.5% | +20.3% | -27.8% | -10.1% |
| All | -7.5% | +21.7% | -29.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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