+109.1%
NOK vs PAYC
+1,158.0%
-1,048.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.4% | +11.6% | +7.1% |
| 7D | +7.3% | -7.9% | +15.1% | +8.6% |
| 30D | +13.8% | +2.1% | +11.7% | +13.2% |
| 3M | -27.0% | +61.8% | -88.8% | -33.8% |
| 6M | +37.6% | +59.9% | -22.3% | +24.4% |
| YTD | +64.6% | +38.5% | +26.1% | +52.3% |
| 1Y | +132.0% | -1.4% | +133.4% | +128.3% |
| 3Y | +183.7% | -21.0% | +204.7% | +179.9% |
| 5Y | +101.3% | -52.9% | +154.2% | +113.3% |
| 10Y | +122.4% | +332.8% | -210.4% | +53.7% |
| All | +109.1% | +1,158.0% | -1,048.9% | +29.6% |
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