-42.4%
NIO vs PAYC
+49.2%
-91.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.1% |
| 7D | -13.0% | -2.9% | -10.2% | -12.0% |
| 30D | -18.3% | +32.8% | -51.0% | -28.4% |
| 3M | -33.2% | +69.3% | -102.5% | -47.8% |
| 6M | -21.5% | +74.0% | -95.5% | -40.5% |
| YTD | -25.5% | +46.4% | -71.9% | -39.6% |
| 1Y | -38.0% | +4.2% | -42.2% | -41.9% |
| 3Y | -65.5% | -19.7% | -45.7% | -66.9% |
| 5Y | -90.6% | -52.0% | -38.6% | -88.5% |
| All | -42.4% | +49.2% | -91.7% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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