+162.6%
PAYX vs FTV
+87.0%
+75.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.2% |
| 7D | -7.5% | -1.3% | -6.2% | -6.8% |
| 30D | -5.3% | -9.5% | +4.2% | -0.5% |
| 3M | +15.6% | -10.9% | +26.5% | +21.9% |
| 6M | +19.5% | -0.6% | +20.1% | +18.7% |
| YTD | +5.8% | +1.4% | +4.4% | +3.4% |
| 1Y | -10.9% | +17.6% | -28.5% | -19.6% |
| 3Y | +5.4% | -3.3% | +8.7% | +2.6% |
| 5Y | +20.4% | -0.1% | +20.5% | +13.2% |
| 10Y | +164.1% | +82.5% | +81.6% | +85.5% |
| All | +162.6% | +87.0% | +75.6% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling