+35,385.9%
PAYX vs NSC
+5,582.3%
+29,803.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | -4.9% | -2.8% | -2.1% | -3.9% |
| 30D | -3.8% | -4.5% | +0.7% | -2.2% |
| 3M | +17.9% | +3.5% | +14.3% | +16.3% |
| 6M | +26.1% | +8.5% | +17.5% | +21.7% |
| YTD | +6.7% | +12.3% | -5.6% | +1.5% |
| 1Y | -10.7% | +18.9% | -29.7% | -16.9% |
| 3Y | +7.0% | +74.1% | -67.2% | -14.6% |
| 5Y | +22.6% | +43.9% | -21.3% | +4.3% |
| 10Y | +166.5% | +331.6% | -165.1% | +54.6% |
| All | +35,385.9% | +5,582.3% | +29,803.6% | +7,735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling