-10.7%
PAYX vs FTV
+14.7%
-25.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.9% | -4.0% | -0.9% | -3.9% |
| 30D | -3.8% | -11.0% | +7.2% | -0.9% |
| 3M | +17.9% | -8.4% | +26.3% | +20.0% |
| 6M | +26.1% | -2.6% | +28.6% | +26.0% |
| YTD | +6.7% | -0.6% | +7.4% | +6.9% |
| 1Y | -10.7% | +11.0% | -21.7% | -10.6% |
| All | -10.7% | +14.7% | -25.5% | -10.6% |
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