+336.2%
RNG vs PAYC
+1,137.5%
-801.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | 0.0% |
| 7D | -4.1% | -8.7% | +4.7% | +0.6% |
| 30D | +8.6% | +1.2% | +7.5% | +8.2% |
| 3M | +78.0% | +58.6% | +19.4% | +39.1% |
| 6M | +67.0% | +56.6% | +10.4% | +31.8% |
| YTD | +142.4% | +36.2% | +106.2% | +103.8% |
| 1Y | +120.4% | -2.2% | +122.6% | +118.1% |
| 3Y | +122.1% | -22.3% | +144.4% | +127.1% |
| 5Y | -69.8% | -53.9% | -16.0% | -59.7% |
| 10Y | +223.4% | +347.5% | -124.1% | +79.0% |
| All | +336.2% | +1,137.5% | -801.3% | +102.7% |
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