+164.0%
PAYX vs FTV
+80.7%
+83.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.9% | -4.0% | -0.9% | -2.9% |
| 30D | -3.8% | -11.0% | +7.2% | +2.0% |
| 3M | +17.9% | -8.4% | +26.3% | +22.7% |
| 6M | +26.1% | -2.6% | +28.6% | +26.4% |
| YTD | +6.7% | -0.6% | +7.4% | +5.4% |
| 1Y | -10.7% | +11.0% | -21.7% | -17.1% |
| 3Y | +7.0% | -6.3% | +13.3% | +5.8% |
| 5Y | +22.6% | -1.5% | +24.1% | +15.9% |
| All | +164.0% | +80.7% | +83.3% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling