+22.0%
PAYX vs RCAT
+177.7%
-155.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -7.9% | -5.4% | -2.5% | -7.8% |
| 30D | -5.0% | -24.2% | +19.2% | -4.6% |
| 3M | +15.1% | -25.8% | +41.0% | +15.6% |
| 6M | +23.9% | -44.9% | +68.8% | +24.8% |
| YTD | +6.2% | +1.9% | +4.3% | +5.0% |
| 1Y | -9.6% | -5.2% | -4.5% | -10.9% |
| 3Y | +5.8% | +759.6% | -753.8% | -2.9% |
| 5Y | +22.0% | +187.5% | -165.6% | +12.6% |
| All | +22.0% | +177.7% | -155.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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