+23.6%
PAYX vs NLY
+25.6%
-2.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.9% | -4.0% | -0.9% | -3.6% |
| 30D | -3.8% | -5.2% | +1.4% | -2.1% |
| 3M | +17.9% | +2.8% | +15.0% | +16.7% |
| 6M | +26.1% | +4.2% | +21.9% | +23.9% |
| YTD | +6.7% | +4.7% | +2.1% | +4.5% |
| 1Y | -10.7% | +12.7% | -23.5% | -15.0% |
| 3Y | +7.0% | +62.5% | -55.6% | -11.2% |
| All | +23.6% | +25.6% | -2.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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