+1,450.8%
PAYC vs RVTY
+208.1%
+1,242.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.5% |
| 30D | +32.8% | +13.2% | +19.5% | +23.3% |
| 3M | +69.3% | +27.2% | +42.0% | +45.3% |
| 6M | +74.0% | +32.4% | +41.6% | +43.1% |
| YTD | +46.4% | +34.9% | +11.5% | +17.9% |
| 1Y | +4.2% | +52.4% | -48.2% | -23.2% |
| 3Y | -19.7% | +12.3% | -32.0% | -32.5% |
| 5Y | -52.0% | -30.8% | -21.2% | -44.2% |
| 10Y | +356.9% | +150.7% | +206.2% | +97.6% |
| All | +1,450.8% | +208.1% | +1,242.7% | +501.2% |
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