+92.9%
NTRS vs PAYC
-52.9%
+145.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | +1.4% | -5.5% | +6.9% | +2.4% |
| 30D | -0.7% | +3.8% | -4.4% | -1.4% |
| 3M | +11.3% | +65.8% | -54.5% | +0.2% |
| 6M | +35.5% | +68.7% | -33.2% | +20.7% |
| YTD | +40.6% | +38.3% | +2.2% | +30.2% |
| 1Y | +49.2% | -2.4% | +51.6% | +48.6% |
| 3Y | +167.2% | -21.5% | +188.8% | +170.1% |
| All | +92.9% | -52.9% | +145.8% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling