+206.0%
RL vs PAYC
+1,262.3%
-1,056.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -0.3% |
| 7D | -4.2% | -10.2% | +6.0% | -1.9% |
| 30D | +4.3% | +6.1% | -1.9% | +2.9% |
| 3M | -4.6% | +10.1% | -14.7% | -6.8% |
| 6M | +1.7% | +88.6% | -86.9% | -12.9% |
| YTD | +7.3% | +50.0% | -42.6% | -4.0% |
| 1Y | +20.8% | +46.1% | -25.3% | +8.7% |
| 3Y | +247.0% | +51.2% | +195.8% | +202.5% |
| 5Y | +225.5% | -51.7% | +277.1% | +250.4% |
| 10Y | +363.0% | +467.4% | -104.3% | +249.1% |
| All | +206.0% | +1,262.3% | -1,056.3% | +115.5% |
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