+1,450.8%
PAYC vs RJF
+545.3%
+905.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.8% |
| 7D | -2.9% | -0.6% | -2.3% | -2.6% |
| 30D | +32.8% | -1.3% | +34.0% | +33.4% |
| 3M | +69.3% | +18.9% | +50.4% | +52.9% |
| 6M | +74.0% | +15.0% | +58.9% | +58.8% |
| YTD | +46.4% | +12.2% | +34.2% | +35.0% |
| 1Y | +4.2% | +5.6% | -1.5% | -0.8% |
| 3Y | -19.7% | +74.9% | -94.6% | -45.1% |
| 5Y | -52.0% | +106.6% | -158.7% | -70.8% |
| 10Y | +356.9% | +433.1% | -76.2% | +48.2% |
| All | +1,450.8% | +545.3% | +905.5% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling