+51.1%
NEM vs PAYX
+7.8%
+43.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +10.5% |
| 7D | +3.7% | +9.7% | -6.0% | +6.1% |
| 30D | +2.0% | +20.2% | -18.2% | +6.8% |
| 3M | +21.1% | +1.1% | +20.0% | +21.2% |
| 6M | +9.5% | +32.7% | -23.2% | +21.2% |
| YTD | +19.1% | +10.5% | +8.5% | +28.3% |
| 1Y | +51.1% | +8.7% | +42.4% | +62.9% |
| All | +51.1% | +7.8% | +43.3% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling