+82.3%
PAYX vs RPRX
+53.1%
+29.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.0% |
| 7D | -7.9% | -8.0% | +0.1% | -6.4% |
| 30D | -5.0% | +2.1% | -7.1% | -5.4% |
| 3M | +15.1% | +8.2% | +6.9% | +13.3% |
| 6M | +23.9% | +28.9% | -5.0% | +17.9% |
| YTD | +6.2% | +54.1% | -48.0% | -2.7% |
| 1Y | -9.6% | +65.5% | -75.2% | -18.5% |
| 3Y | +5.8% | +117.3% | -111.5% | -10.6% |
| 5Y | +22.0% | +71.6% | -49.6% | +9.5% |
| All | +82.3% | +53.1% | +29.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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