-18.6%
NRG vs PAYX
-6.2%
-12.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.7% | +9.1% | +4.9% |
| 7D | +7.1% | -4.2% | +11.3% | +4.7% |
| 30D | -1.4% | +2.9% | -4.3% | +0.4% |
| 3M | -10.5% | +23.6% | -34.1% | +0.4% |
| 6M | -26.7% | +30.0% | -56.8% | -15.2% |
| YTD | -24.5% | +12.2% | -36.7% | -18.2% |
| 1Y | -18.6% | -7.5% | -11.1% | -12.5% |
| All | -18.6% | -6.2% | -12.3% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling