-24.0%
NKE vs PAYX
+167.8%
-191.8%
-77.4%
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% | +0.2% |
| 7D | -4.2% | -4.9% | +0.7% | -1.5% |
| 30D | -8.2% | -3.8% | -4.4% | -6.3% |
| 3M | -19.1% | +17.9% | -36.9% | -26.4% |
| 6M | -32.6% | +26.1% | -58.7% | -41.4% |
| YTD | -40.7% | +6.7% | -47.5% | -43.5% |
| 1Y | -48.9% | -10.7% | -38.1% | -46.1% |
| 3Y | -59.2% | +7.0% | -66.2% | -62.5% |
| 5Y | -75.3% | +22.6% | -98.0% | -79.2% |
| All | -24.0% | +167.8% | -191.8% | -58.1% |
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