+635.1%
RMBS vs PAYC
+1,158.0%
-522.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +3.1% |
| 7D | +3.0% | -7.9% | +10.8% | +5.1% |
| 30D | -14.4% | +2.1% | -16.5% | -15.1% |
| 3M | -42.8% | +61.8% | -104.6% | -51.2% |
| 6M | -1.4% | +59.9% | -61.3% | -17.1% |
| YTD | -5.4% | +38.5% | -43.9% | -17.2% |
| 1Y | +18.6% | -1.4% | +19.9% | +14.7% |
| 3Y | +57.3% | -21.0% | +78.3% | +54.6% |
| 5Y | +265.7% | -52.9% | +318.6% | +305.3% |
| 10Y | +546.0% | +332.8% | +213.2% | +296.5% |
| All | +635.1% | +1,158.0% | -522.9% | +278.3% |
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