-59.2%
NKE vs PAYC
-21.6%
-37.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -4.2% | -5.5% | +1.3% | -3.4% |
| 30D | -8.2% | +3.8% | -12.0% | -8.7% |
| 3M | -19.1% | +65.8% | -84.9% | -25.9% |
| 6M | -32.6% | +68.7% | -101.3% | -38.7% |
| YTD | -40.7% | +38.3% | -79.1% | -44.4% |
| 1Y | -48.9% | -2.4% | -46.5% | -49.3% |
| 3Y | -59.2% | -21.5% | -37.7% | -58.0% |
| All | -59.2% | -21.6% | -37.6% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling