+536.8%
PAYC vs RACE
+658.9%
-122.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -4.3% |
| 7D | -10.2% | +5.1% | -15.3% | -12.5% |
| 30D | +6.1% | +7.7% | -1.6% | +2.0% |
| 3M | +10.1% | +2.2% | +7.9% | +8.6% |
| 6M | +88.6% | +23.8% | +64.9% | +66.3% |
| YTD | +50.0% | +13.9% | +36.1% | +35.8% |
| 1Y | +46.1% | +3.8% | +42.3% | +39.2% |
| 3Y | +51.2% | +28.0% | +23.1% | +16.2% |
| 5Y | -51.7% | +64.9% | -116.6% | -69.1% |
| 10Y | +467.4% | +780.4% | -313.0% | +53.4% |
| All | +536.8% | +658.9% | -122.0% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling