+398.5%
RY vs PAYC
+1,229.9%
-831.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.2% |
| 7D | +3.1% | -2.9% | +6.0% | +3.6% |
| 30D | -0.3% | +32.8% | -33.1% | -4.9% |
| 3M | +8.7% | +69.3% | -60.6% | -0.5% |
| 6M | +28.5% | +74.0% | -45.4% | +16.7% |
| YTD | +25.1% | +46.4% | -21.3% | +16.4% |
| 1Y | +46.3% | +4.2% | +42.1% | +43.4% |
| 3Y | +154.9% | -19.7% | +174.7% | +152.3% |
| 5Y | +140.3% | -52.0% | +192.3% | +152.6% |
| 10Y | +377.0% | +356.9% | +20.1% | +255.6% |
| All | +398.5% | +1,229.9% | -831.4% | +235.8% |
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