+40.9%
PAY vs SPY
+79.8%
-38.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.9% |
| 7D | -1.3% | -2.0% | +0.7% | +1.6% |
| 30D | -10.7% | -1.7% | -9.0% | -8.4% |
| 3M | +72.8% | +4.7% | +68.0% | +61.1% |
| 6M | +39.4% | +12.5% | +26.9% | +16.3% |
| YTD | +14.8% | +11.7% | +3.1% | -3.1% |
| 1Y | +3.2% | +17.5% | -14.3% | -20.0% |
| 3Y | +145.1% | +76.6% | +68.6% | -3.3% |
| 5Y | +40.9% | +82.0% | -41.1% | -42.0% |
| All | +40.9% | +79.8% | -38.9% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling