+1,565.8%
PAYC vs RVTY
+265.5%
+1,300.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.9% |
| 7D | +4.9% | -0.5% | +5.3% | +5.0% |
| 30D | +4.1% | +1.5% | +2.6% | +2.5% |
| 3M | +11.5% | +31.5% | -20.0% | -6.1% |
| 6M | +85.3% | +62.7% | +22.6% | +35.7% |
| YTD | +57.3% | +60.0% | -2.7% | +13.4% |
| 1Y | +52.6% | +65.7% | -13.1% | +7.1% |
| 3Y | +48.3% | +85.2% | -36.9% | -9.8% |
| 5Y | -47.8% | -14.9% | -33.0% | -47.0% |
| 10Y | +515.9% | +211.9% | +304.0% | +131.1% |
| All | +1,565.8% | +265.5% | +1,300.4% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling