-11.0%
NCLH vs PAYX
+6.4%
-17.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -4.8% | -4.9% | 0.0% | -2.8% |
| 30D | -21.7% | -3.8% | -17.9% | -20.4% |
| 3M | -22.2% | +17.9% | -40.1% | -27.4% |
| 6M | -27.5% | +26.1% | -53.6% | -34.9% |
| YTD | -33.6% | +6.7% | -40.3% | -34.5% |
| 1Y | -45.0% | -10.7% | -34.2% | -39.7% |
| 3Y | -11.0% | +7.0% | -18.0% | -11.2% |
| All | -11.0% | +6.4% | -17.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 3y: compounded portfolio wealth divided by compounded PAYX 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…
3y analysis · Full analysis span regression · 6 months rolling