+558.9%
RMBS vs PAYC
+358.9%
+200.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +1.8% | -5.5% | +7.3% | +3.3% |
| 30D | -13.9% | +3.8% | -17.7% | -15.1% |
| 3M | -39.8% | +65.8% | -105.6% | -49.7% |
| 6M | -6.0% | +68.7% | -74.7% | -23.6% |
| YTD | -5.4% | +38.3% | -43.7% | -18.0% |
| 1Y | -1.8% | -2.4% | +0.6% | -4.7% |
| 3Y | +53.7% | -21.5% | +75.2% | +51.9% |
| 5Y | +268.5% | -52.7% | +321.2% | +316.7% |
| All | +558.9% | +358.9% | +200.0% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling