-100.0%
RCAT vs PAYC
+1,266.0%
-1,365.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.1% | -6.6% |
| 7D | -5.6% | -9.5% | +3.9% | -2.9% |
| 30D | -27.0% | +2.5% | -29.5% | -27.9% |
| 3M | -57.9% | +11.7% | -69.6% | -59.7% |
| 6M | -59.4% | +74.6% | -134.0% | -66.9% |
| YTD | -46.9% | +50.4% | -97.3% | -55.2% |
| 1Y | -54.0% | +44.0% | -98.0% | -60.7% |
| 3Y | +378.4% | +42.5% | +335.9% | +303.3% |
| 5Y | +61.9% | -50.3% | +112.2% | +77.2% |
| 10Y | -99.6% | +521.2% | -620.8% | -99.6% |
| All | -100.0% | +1,266.0% | -1,365.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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