-74.7%
NKE vs PAYX
+21.7%
-96.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -4.2% | -4.9% | +0.7% | -1.7% |
| 30D | -8.2% | -3.8% | -4.4% | -6.4% |
| 3M | -19.1% | +17.9% | -36.9% | -25.9% |
| 6M | -32.6% | +26.1% | -58.7% | -40.8% |
| YTD | -40.7% | +6.7% | -47.5% | -43.1% |
| 1Y | -48.9% | -10.7% | -38.1% | -45.9% |
| 3Y | -59.2% | +7.0% | -66.2% | -62.6% |
| All | -74.7% | +21.7% | -96.4% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling