-40.2%
NCLH vs PAYX
+450.0%
-490.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | -4.8% | -4.9% | 0.0% | -0.8% |
| 30D | -21.7% | -3.8% | -17.9% | -19.3% |
| 3M | -22.2% | +17.9% | -40.1% | -33.0% |
| 6M | -27.5% | +26.1% | -53.6% | -42.3% |
| YTD | -33.6% | +6.7% | -40.3% | -39.4% |
| 1Y | -45.0% | -10.7% | -34.2% | -41.1% |
| 3Y | -11.0% | +7.0% | -18.0% | -22.4% |
| 5Y | -39.7% | +22.6% | -62.3% | -52.9% |
| 10Y | -57.0% | +166.5% | -223.6% | -81.3% |
| All | -40.2% | +450.0% | -490.2% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling