-53.9%
PAYC vs RVTY
-34.2%
-19.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.5% |
| 7D | -8.7% | -5.4% | -3.3% | -6.4% |
| 30D | +1.2% | +6.7% | -5.6% | -1.8% |
| 3M | +58.6% | +19.0% | +39.6% | +45.5% |
| 6M | +56.6% | +34.6% | +22.0% | +33.7% |
| YTD | +36.2% | +28.3% | +8.0% | +18.1% |
| 1Y | -2.2% | +46.0% | -48.2% | -21.4% |
| 3Y | -22.3% | +16.9% | -39.2% | -33.2% |
| 5Y | -53.9% | -32.9% | -20.9% | -42.3% |
| All | -53.9% | -34.2% | -19.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling