+351.6%
NRG vs PAYC
+1,140.1%
-788.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -0.2% | -10.2% | +10.0% | +1.8% |
| 30D | -6.8% | +2.0% | -8.8% | -7.3% |
| 3M | -7.1% | +58.3% | -65.4% | -16.6% |
| 6M | -27.6% | +64.5% | -92.1% | -36.1% |
| YTD | -29.2% | +36.5% | -65.7% | -35.4% |
| 1Y | -29.9% | -1.3% | -28.6% | -31.4% |
| 3Y | +198.7% | -22.1% | +220.8% | +194.9% |
| 5Y | +192.9% | -53.3% | +246.2% | +214.9% |
| 10Y | +1,084.1% | +348.5% | +735.7% | +612.2% |
| All | +351.6% | +1,140.1% | -788.6% | +138.0% |
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