+1,762.6%
NOK vs PAYX
+9,953.9%
-8,191.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | +11.0% | -4.9% | +15.8% | +13.1% |
| 30D | +7.8% | -3.8% | +11.6% | +9.2% |
| 3M | -21.0% | +17.9% | -38.9% | -27.8% |
| 6M | +40.9% | +26.1% | +14.8% | +24.3% |
| YTD | +72.0% | +6.7% | +65.3% | +62.0% |
| 1Y | +140.9% | -10.7% | +151.7% | +144.2% |
| 3Y | +194.3% | +7.0% | +187.3% | +170.0% |
| 5Y | +112.5% | +22.6% | +89.9% | +82.7% |
| 10Y | +137.7% | +166.5% | -28.8% | +40.8% |
| All | +1,762.6% | +9,953.9% | -8,191.3% | +402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling