+23.6%
PAYX vs RJF
+104.0%
-80.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -4.9% | -2.7% | -2.1% | -3.9% |
| 30D | -3.8% | -4.3% | +0.5% | -2.3% |
| 3M | +17.9% | +15.7% | +2.1% | +11.7% |
| 6M | +26.1% | +17.8% | +8.3% | +18.3% |
| YTD | +6.7% | +9.2% | -2.4% | +2.6% |
| 1Y | -10.7% | +2.8% | -13.5% | -12.5% |
| 3Y | +7.0% | +69.5% | -62.5% | -15.9% |
| All | +23.6% | +104.0% | -80.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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