+7.0%
PAYX vs NSC
+73.4%
-66.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | -4.9% | -2.8% | -2.1% | -4.1% |
| 30D | -3.8% | -4.5% | +0.7% | -2.5% |
| 3M | +17.9% | +3.5% | +14.3% | +16.6% |
| 6M | +26.1% | +8.5% | +17.5% | +22.3% |
| YTD | +6.7% | +12.3% | -5.6% | +2.1% |
| 1Y | -10.7% | +18.9% | -29.7% | -16.3% |
| 3Y | +7.0% | +74.1% | -67.2% | -13.6% |
| All | +7.0% | +73.4% | -66.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling