+330.6%
PAYX vs RNG
+302.4%
+28.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | -7.9% | -9.6% | +1.7% | -6.6% |
| 30D | -5.0% | +8.8% | -13.9% | -6.2% |
| 3M | +15.1% | +78.6% | -63.5% | +5.6% |
| 6M | +23.9% | +70.3% | -46.4% | +13.9% |
| YTD | +6.2% | +140.3% | -134.2% | -7.8% |
| 1Y | -9.6% | +126.6% | -136.2% | -21.1% |
| 3Y | +5.8% | +120.2% | -114.4% | -10.1% |
| 5Y | +22.0% | -68.3% | +90.3% | +26.5% |
| 10Y | +165.1% | +220.6% | -55.5% | +94.1% |
| All | +330.6% | +302.4% | +28.2% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling