+1,489.3%
NRG vs PAYX
+512.8%
+976.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -4.7% | -4.9% | +0.2% | -2.5% |
| 30D | -6.0% | -3.8% | -2.2% | -4.7% |
| 3M | -8.0% | +17.9% | -25.8% | -16.4% |
| 6M | -23.2% | +26.1% | -49.2% | -33.5% |
| YTD | -28.1% | +6.7% | -34.8% | -32.9% |
| 1Y | -27.3% | -10.7% | -16.5% | -26.1% |
| 3Y | +208.7% | +7.0% | +201.7% | +177.4% |
| 5Y | +197.7% | +22.6% | +175.0% | +144.8% |
| 10Y | +1,103.3% | +166.5% | +936.8% | +524.2% |
| All | +1,489.3% | +512.8% | +976.6% | +379.0% |
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