-50.7%
PAYC vs RACE
+93.6%
-144.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.8% |
| 7D | -2.9% | -2.5% | -0.4% | -1.8% |
| 30D | +32.8% | +0.8% | +32.0% | +32.2% |
| 3M | +69.3% | +17.2% | +52.1% | +57.2% |
| 6M | +74.0% | +13.6% | +60.4% | +62.8% |
| YTD | +46.4% | +12.2% | +34.2% | +36.5% |
| 1Y | +4.2% | -16.3% | +20.4% | +11.5% |
| 3Y | -19.7% | +36.4% | -56.2% | -43.5% |
| All | -50.7% | +93.6% | -144.3% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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