+27.2%
PAY vs SPY
+95.9%
-68.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -1.0% |
| 7D | +0.5% | -0.8% | +1.3% | +1.6% |
| 30D | -9.9% | -1.1% | -8.8% | -8.4% |
| 3M | +75.8% | +3.9% | +72.0% | +66.2% |
| 6M | +42.6% | +13.6% | +29.0% | +17.2% |
| YTD | +15.2% | +12.7% | +2.5% | -4.0% |
| 1Y | +10.6% | +17.5% | -6.9% | -14.2% |
| 3Y | +130.0% | +76.9% | +53.1% | -9.4% |
| 5Y | +41.3% | +83.6% | -42.3% | -43.5% |
| All | +27.2% | +95.9% | -68.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling