+344.4%
NSC vs PAYC
+1,262.3%
-917.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -1.9% |
| 7D | -6.6% | -10.2% | +3.5% | -4.7% |
| 30D | +2.2% | +6.1% | -4.0% | +0.9% |
| 3M | -6.2% | +10.1% | -16.3% | -8.1% |
| 6M | +1.7% | +88.6% | -86.9% | -11.4% |
| YTD | +12.2% | +50.0% | -37.8% | +1.6% |
| 1Y | +15.4% | +46.1% | -30.7% | +5.0% |
| 3Y | +73.3% | +51.2% | +22.2% | +53.5% |
| 5Y | +24.7% | -51.7% | +76.3% | +32.6% |
| 10Y | +324.5% | +467.4% | -142.9% | +192.2% |
| All | +344.4% | +1,262.3% | -917.9% | +178.7% |
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