-68.6%
RNG vs PAYC
-52.9%
-15.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | -6.1% | -5.5% | -0.6% | -2.5% |
| 30D | +9.6% | +3.8% | +5.8% | +7.1% |
| 3M | +83.3% | +65.8% | +17.5% | +27.8% |
| 6M | +77.9% | +68.7% | +9.2% | +22.8% |
| YTD | +139.9% | +38.3% | +101.6% | +87.6% |
| 1Y | +121.7% | -2.4% | +124.0% | +118.3% |
| 3Y | +121.9% | -21.5% | +143.4% | +131.1% |
| All | -68.6% | -52.9% | -15.7% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling