-1.8%
RMBS vs PAYC
-0.1%
-1.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.2% |
| 7D | +1.8% | -5.5% | +7.3% | +0.4% |
| 30D | -13.9% | +3.8% | -17.7% | -12.9% |
| 3M | -39.8% | +65.8% | -105.6% | -29.0% |
| 6M | -6.0% | +68.7% | -74.7% | +11.7% |
| YTD | -5.4% | +38.3% | -43.7% | +10.0% |
| 1Y | -1.8% | -2.4% | +0.6% | +17.2% |
| All | -1.8% | -0.1% | -1.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling