+4,405.8%
PAYX vs NTAP
+23,168.4%
-18,762.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -7.9% | -1.0% | -7.0% | -7.8% |
| 30D | -5.0% | -7.5% | +2.4% | -3.7% |
| 3M | +15.1% | +14.6% | +0.5% | +11.6% |
| 6M | +23.9% | +91.0% | -67.1% | +7.8% |
| YTD | +6.2% | +73.7% | -67.5% | -6.1% |
| 1Y | -9.6% | +51.2% | -60.9% | -18.0% |
| 3Y | +5.8% | +146.1% | -140.3% | -14.7% |
| 5Y | +22.0% | +122.8% | -100.9% | -0.4% |
| 10Y | +165.1% | +585.5% | -420.4% | +70.0% |
| All | +4,405.8% | +23,168.4% | -18,762.6% | +1,096.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling