+35,195.9%
PAYX vs NOC
+16,586.0%
+18,609.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -7.9% | -1.8% | -6.2% | -7.4% |
| 30D | -5.0% | -9.4% | +4.4% | -2.4% |
| 3M | +15.1% | -3.8% | +19.0% | +16.1% |
| 6M | +23.9% | -28.8% | +52.7% | +35.8% |
| YTD | +6.2% | -7.9% | +14.0% | +7.4% |
| 1Y | -9.6% | -9.0% | -0.6% | -8.3% |
| 3Y | +5.8% | +29.1% | -23.2% | -4.6% |
| 5Y | +22.0% | +58.9% | -37.0% | +1.6% |
| 10Y | +165.1% | +191.2% | -26.2% | +86.6% |
| All | +35,195.9% | +16,586.0% | +18,609.9% | +10,809.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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