+349.2%
PAYC vs SPY
+322.5%
+26.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.1% |
| 7D | -5.5% | -0.8% | -4.7% | -4.5% |
| 30D | +3.8% | -1.1% | +4.8% | +5.4% |
| 3M | +65.8% | +3.9% | +61.9% | +56.5% |
| 6M | +68.7% | +13.6% | +55.1% | +38.6% |
| YTD | +38.3% | +12.7% | +25.7% | +14.5% |
| 1Y | -2.4% | +17.5% | -19.9% | -24.2% |
| 3Y | -21.5% | +76.9% | -98.5% | -67.8% |
| 5Y | -52.7% | +83.6% | -136.3% | -80.8% |
| All | +349.2% | +322.5% | +26.8% | -47.3% |
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