-47.2%
PAYC vs RACE
+64.4%
-111.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +4.9% | -1.2% | +6.1% | +5.4% |
| 30D | +4.1% | +6.1% | -2.0% | +1.4% |
| 3M | +11.5% | -0.3% | +11.7% | +11.4% |
| 6M | +85.3% | +23.4% | +61.9% | +67.3% |
| YTD | +57.3% | +12.5% | +44.7% | +46.0% |
| 1Y | +52.6% | -0.5% | +53.0% | +50.8% |
| 3Y | +48.3% | +23.6% | +24.7% | +12.8% |
| All | -47.2% | +64.4% | -111.6% | -71.0% |
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