+22.9%
NKE vs PAYC
+1,137.5%
-1,114.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.6% |
| 7D | -2.3% | -8.7% | +6.4% | -0.3% |
| 30D | -10.4% | +1.2% | -11.5% | -10.7% |
| 3M | -15.5% | +58.6% | -74.1% | -24.9% |
| 6M | -32.6% | +56.6% | -89.2% | -40.3% |
| YTD | -39.8% | +36.2% | -76.1% | -45.1% |
| 1Y | -47.6% | -2.2% | -45.4% | -48.5% |
| 3Y | -59.0% | -22.3% | -36.7% | -59.3% |
| 5Y | -74.9% | -53.9% | -21.1% | -72.8% |
| 10Y | -21.9% | +347.5% | -369.4% | -41.4% |
| All | +22.9% | +1,137.5% | -1,114.6% | -14.5% |
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