+337.3%
NTRS vs PAYC
+1,156.6%
-819.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | +1.4% | -5.5% | +6.9% | +2.5% |
| 30D | -0.7% | +3.8% | -4.4% | -1.6% |
| 3M | +11.3% | +65.8% | -54.5% | -1.0% |
| 6M | +35.5% | +68.7% | -33.2% | +19.1% |
| YTD | +40.6% | +38.3% | +2.2% | +28.6% |
| 1Y | +49.2% | -2.4% | +51.6% | +46.9% |
| 3Y | +167.2% | -21.5% | +188.8% | +164.3% |
| 5Y | +94.9% | -52.7% | +147.6% | +108.7% |
| 10Y | +259.5% | +354.4% | -94.9% | +148.6% |
| All | +337.3% | +1,156.6% | -819.3% | +174.2% |
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