+184.6%
RL vs PAYC
+1,229.9%
-1,045.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.8% |
| 7D | -0.8% | -2.9% | +2.1% | -0.2% |
| 30D | -7.8% | +32.8% | -40.5% | -13.7% |
| 3M | -4.0% | +69.3% | -73.3% | -15.3% |
| 6M | -1.9% | +74.0% | -75.9% | -14.8% |
| YTD | -0.2% | +46.4% | -46.6% | -10.1% |
| 1Y | +10.7% | +4.2% | +6.5% | +7.5% |
| 3Y | +210.8% | -19.7% | +230.5% | +206.7% |
| 5Y | +238.2% | -52.0% | +290.3% | +264.2% |
| 10Y | +313.4% | +356.9% | -43.5% | +218.5% |
| All | +184.6% | +1,229.9% | -1,045.3% | +101.7% |
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