+35,195.9%
PAYX vs RJF
+48,514.8%
-13,318.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -7.9% | -4.2% | -3.7% | -6.7% |
| 30D | -5.0% | -3.6% | -1.4% | -4.0% |
| 3M | +15.1% | +15.6% | -0.5% | +10.0% |
| 6M | +23.9% | +17.6% | +6.3% | +17.5% |
| YTD | +6.2% | +9.2% | -3.0% | +2.7% |
| 1Y | -9.6% | +5.5% | -15.2% | -11.8% |
| 3Y | +5.8% | +70.3% | -64.5% | -12.1% |
| 5Y | +22.0% | +106.0% | -84.1% | -5.5% |
| 10Y | +165.1% | +425.1% | -260.0% | +52.2% |
| All | +35,195.9% | +48,514.8% | -13,318.9% | +5,460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling