+35.9%
PNR vs PAYC
+1,137.5%
-1,101.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.5% |
| 7D | -3.9% | -8.7% | +4.9% | -1.9% |
| 30D | -13.8% | +1.2% | -15.0% | -14.1% |
| 3M | -22.5% | +58.6% | -81.1% | -31.1% |
| 6M | -37.2% | +56.6% | -93.8% | -44.4% |
| YTD | -44.2% | +36.2% | -80.5% | -49.1% |
| 1Y | -46.6% | -2.2% | -44.5% | -47.5% |
| 3Y | -12.5% | -22.3% | +9.8% | -13.1% |
| 5Y | -19.3% | -53.9% | +34.5% | -12.1% |
| 10Y | +67.5% | +347.5% | -280.0% | +18.2% |
| All | +35.9% | +1,137.5% | -1,101.5% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling