+221.9%
RL vs PAYC
-52.1%
+274.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -0.2% |
| 7D | -4.2% | -10.2% | +6.0% | -1.7% |
| 30D | +4.3% | +6.1% | -1.9% | +2.8% |
| 3M | -4.6% | +10.1% | -14.7% | -6.9% |
| 6M | +1.7% | +88.6% | -86.9% | -14.3% |
| YTD | +7.3% | +50.0% | -42.6% | -4.5% |
| 1Y | +20.8% | +46.1% | -25.3% | +8.2% |
| 3Y | +247.0% | +51.2% | +195.8% | +197.6% |
| All | +221.9% | -52.1% | +274.0% | +286.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling