+164.0%
PAYX vs NTAP
+650.8%
-486.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.0% | -2.0% |
| 7D | -4.9% | +7.4% | -12.2% | -7.0% |
| 30D | -3.8% | -1.4% | -2.4% | -3.7% |
| 3M | +17.9% | +24.6% | -6.7% | +9.4% |
| 6M | +26.1% | +105.9% | -79.8% | -1.7% |
| YTD | +6.7% | +88.5% | -81.8% | -14.7% |
| 1Y | -10.7% | +62.1% | -72.8% | -25.4% |
| 3Y | +7.0% | +169.1% | -162.1% | -28.5% |
| 5Y | +22.6% | +141.9% | -119.3% | -16.6% |
| All | +164.0% | +650.8% | -486.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling