+512.2%
PAYC vs SPY
+307.0%
+205.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +4.9% | +2.6% | +2.3% | +1.1% |
| 30D | +4.1% | -2.0% | +6.1% | +6.7% |
| 3M | +11.5% | -2.8% | +14.2% | +15.4% |
| 6M | +85.3% | +2.1% | +83.1% | +77.4% |
| YTD | +57.3% | +11.5% | +45.8% | +31.5% |
| 1Y | +52.6% | +13.5% | +39.1% | +24.1% |
| 3Y | +48.3% | +77.7% | -29.4% | -39.5% |
| 5Y | -47.8% | +72.6% | -120.4% | -76.9% |
| All | +512.2% | +307.0% | +205.2% | -24.4% |
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