-6.3%
NVTS vs PAYC
-56.7%
+50.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +4.0% |
| 7D | +9.7% | -7.9% | +17.6% | +13.3% |
| 30D | -13.6% | +2.1% | -15.7% | -15.0% |
| 3M | -51.0% | +61.8% | -112.7% | -62.8% |
| 6M | +46.3% | +59.9% | -13.6% | +8.0% |
| YTD | +68.1% | +38.5% | +29.6% | +33.0% |
| 1Y | +113.9% | -1.4% | +115.3% | +106.8% |
| 3Y | +45.3% | -21.0% | +66.3% | +48.3% |
| All | -6.3% | -56.7% | +50.4% | +11.5% |
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