+24.6%
PAY vs SPY
+96.3%
-71.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.7% |
| 7D | +1.5% | +0.5% | +0.9% | +0.7% |
| 30D | -7.6% | -0.9% | -6.6% | -6.2% |
| 3M | +73.6% | +3.9% | +69.8% | +63.9% |
| 6M | +38.0% | +14.5% | +23.4% | +12.0% |
| YTD | +12.9% | +12.9% | -0.1% | -6.2% |
| 1Y | -0.2% | +19.4% | -19.6% | -24.5% |
| 3Y | +140.9% | +78.5% | +62.4% | -6.4% |
| 5Y | +46.5% | +81.8% | -35.2% | -40.4% |
| All | +24.6% | +96.3% | -71.7% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling