-20.3%
PNR vs PAYC
-52.9%
+32.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -6.0% | -5.5% | -0.5% | -4.7% |
| 30D | -14.0% | +3.8% | -17.8% | -14.8% |
| 3M | -21.7% | +65.8% | -87.5% | -31.8% |
| 6M | -37.3% | +68.7% | -106.0% | -46.1% |
| YTD | -45.1% | +38.3% | -83.5% | -50.4% |
| 1Y | -49.1% | -2.4% | -46.7% | -49.5% |
| 3Y | -14.8% | -21.5% | +6.7% | -13.8% |
| All | -20.3% | -52.9% | +32.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 5y: compounded portfolio wealth divided by compounded PAYC 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…
5y analysis · Full analysis span regression · 6 months rolling