-7.5%
PAYX vs NTRS
+47.2%
-54.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | +2.9% | +1.7% | +1.2% | +2.7% |
| 3M | +23.6% | +8.9% | +14.8% | +22.1% |
| 6M | +30.0% | +30.6% | -0.5% | +24.0% |
| YTD | +12.2% | +38.7% | -26.5% | +5.6% |
| 1Y | -7.5% | +48.1% | -55.6% | -14.7% |
| All | -7.5% | +47.2% | -54.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling