+1,067.6%
RGEN vs PAYC
+1,328.5%
-260.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.3% | +4.9% | -8.1% | -4.9% |
| 30D | -5.8% | +4.1% | -10.0% | -7.4% |
| 3M | +0.2% | +11.5% | -11.3% | -4.0% |
| 6M | +56.8% | +85.3% | -28.5% | +24.0% |
| YTD | +2.4% | +57.3% | -54.9% | -15.3% |
| 1Y | +11.4% | +52.6% | -41.1% | -6.9% |
| 3Y | +15.2% | +48.3% | -33.1% | -5.7% |
| 5Y | -35.1% | -47.8% | +12.7% | -28.1% |
| 10Y | +419.6% | +515.9% | -96.2% | +183.1% |
| All | +1,067.6% | +1,328.5% | -260.9% | +453.4% |
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