-19.9%
RUN vs PAYC
+652.1%
-671.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -13.5% | +4.9% | -18.4% | -15.6% |
| 30D | +18.3% | +4.1% | +14.2% | +15.0% |
| 3M | -12.5% | +11.5% | -23.9% | -18.4% |
| 6M | -40.3% | +85.3% | -125.6% | -60.0% |
| YTD | -53.1% | +57.3% | -110.4% | -66.3% |
| 1Y | -54.3% | +52.6% | -106.8% | -66.6% |
| 3Y | -6.5% | +48.3% | -54.8% | -32.6% |
| 5Y | -85.3% | -47.8% | -37.4% | -82.0% |
| 10Y | +68.9% | +515.9% | -447.0% | -6.1% |
| All | -19.9% | +652.1% | -671.9% | -57.5% |
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