-10.7%
PAYX vs RNG
+128.1%
-138.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.9% | -6.1% | +1.2% | -3.7% |
| 30D | -3.8% | +9.6% | -13.4% | -5.3% |
| 3M | +17.9% | +83.3% | -65.5% | +6.0% |
| 6M | +26.1% | +77.9% | -51.9% | +13.4% |
| YTD | +6.7% | +139.9% | -133.2% | -7.1% |
| 1Y | -10.7% | +121.7% | -132.4% | -22.8% |
| All | -10.7% | +128.1% | -138.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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