+302.3%
NEM vs PAYX
+167.8%
+134.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -1.0% | -4.9% | +3.9% | -0.3% |
| 30D | +7.8% | -3.8% | +11.6% | +8.4% |
| 3M | +30.2% | +17.9% | +12.3% | +26.3% |
| 6M | +9.6% | +26.1% | -16.5% | +4.7% |
| YTD | +27.8% | +6.7% | +21.1% | +25.8% |
| 1Y | +60.7% | -10.7% | +71.5% | +64.0% |
| 3Y | +245.3% | +7.0% | +238.3% | +236.5% |
| 5Y | +155.3% | +22.6% | +132.7% | +141.2% |
| All | +302.3% | +167.8% | +134.5% | +243.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling