-22.6%
PAYC vs RJF
+69.1%
-91.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -10.2% | -4.2% | -6.0% | -8.7% |
| 30D | +2.0% | -3.6% | +5.6% | +3.3% |
| 3M | +58.3% | +15.6% | +42.6% | +49.3% |
| 6M | +64.5% | +17.6% | +46.9% | +53.1% |
| YTD | +36.5% | +9.2% | +27.3% | +30.8% |
| 1Y | -1.3% | +5.5% | -6.8% | -4.1% |
| All | -22.6% | +69.1% | -91.7% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling