+349.2%
PAYC vs RJF
+429.3%
-80.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | -5.5% | -2.7% | -2.8% | -4.0% |
| 30D | +3.8% | -4.3% | +8.0% | +6.2% |
| 3M | +65.8% | +15.7% | +50.1% | +52.1% |
| 6M | +68.7% | +17.8% | +50.9% | +51.9% |
| YTD | +38.3% | +9.2% | +29.2% | +29.6% |
| 1Y | -2.4% | +2.8% | -5.2% | -5.5% |
| 3Y | -21.5% | +69.5% | -91.0% | -45.5% |
| 5Y | -52.7% | +105.9% | -158.6% | -71.3% |
| All | +349.2% | +429.3% | -80.0% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling