+357.6%
NSC vs PAYC
+1,229.9%
-872.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.2% |
| 7D | -5.5% | -2.9% | -2.6% | -5.0% |
| 30D | -3.2% | +32.8% | -36.0% | -8.9% |
| 3M | +7.7% | +69.3% | -61.6% | -3.7% |
| 6M | +4.5% | +74.0% | -69.5% | -7.7% |
| YTD | +15.6% | +46.4% | -30.8% | +5.3% |
| 1Y | +19.8% | +4.2% | +15.7% | +16.8% |
| 3Y | +70.1% | -19.7% | +89.8% | +68.0% |
| 5Y | +46.1% | -52.0% | +98.2% | +55.4% |
| 10Y | +328.1% | +356.9% | -28.8% | +202.2% |
| All | +357.6% | +1,229.9% | -872.2% | +188.8% |
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