+77.9%
NLY vs PAYC
+358.9%
-281.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -4.0% | -5.5% | +1.5% | -3.0% |
| 30D | -5.2% | +3.8% | -9.0% | -6.0% |
| 3M | +2.8% | +65.8% | -63.0% | -8.1% |
| 6M | +4.2% | +68.7% | -64.5% | -7.8% |
| YTD | +4.7% | +38.3% | -33.7% | -3.9% |
| 1Y | +12.7% | -2.4% | +15.1% | +11.3% |
| 3Y | +62.5% | -21.5% | +84.1% | +61.2% |
| 5Y | +26.3% | -52.7% | +79.0% | +36.1% |
| All | +77.9% | +358.9% | -281.0% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling