+343.3%
PAYC vs RVTY
+139.0%
+204.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.5% |
| 7D | -10.2% | -7.4% | -2.8% | -6.2% |
| 30D | +2.0% | +4.5% | -2.5% | -0.7% |
| 3M | +58.3% | +19.5% | +38.8% | +41.5% |
| 6M | +64.5% | +34.1% | +30.4% | +34.6% |
| YTD | +36.5% | +25.3% | +11.3% | +15.1% |
| 1Y | -1.3% | +47.0% | -48.3% | -25.5% |
| 3Y | -22.1% | +14.1% | -36.3% | -35.6% |
| 5Y | -53.3% | -34.6% | -18.8% | -43.6% |
| All | +343.3% | +139.0% | +204.4% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling