+35,385.9%
PAYX vs NTRS
+7,800.3%
+27,585.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | -4.9% | +1.4% | -6.2% | -5.3% |
| 30D | -3.8% | -0.7% | -3.1% | -3.6% |
| 3M | +17.9% | +11.3% | +6.5% | +13.0% |
| 6M | +26.1% | +35.5% | -9.5% | +12.0% |
| YTD | +6.7% | +40.6% | -33.9% | -6.7% |
| 1Y | -10.7% | +49.2% | -60.0% | -23.9% |
| 3Y | +7.0% | +167.2% | -160.3% | -28.1% |
| 5Y | +22.6% | +94.9% | -72.3% | -9.6% |
| 10Y | +166.5% | +259.5% | -93.0% | +52.8% |
| All | +35,385.9% | +7,800.3% | +27,585.6% | +8,013.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling