-10.7%
PAYX vs RMBS
+11.7%
-22.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.7% |
| 7D | -4.9% | +1.8% | -6.6% | -4.7% |
| 30D | -3.8% | -13.9% | +10.1% | -4.9% |
| 3M | +17.9% | -39.8% | +57.7% | +15.1% |
| 6M | +26.1% | -6.0% | +32.1% | +23.8% |
| YTD | +6.7% | -5.4% | +12.1% | +6.4% |
| 1Y | -10.7% | -1.8% | -8.9% | -10.4% |
| All | -10.7% | +11.7% | -22.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling