+1,565.8%
PAYC vs SPY
+406.9%
+1,158.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +4.9% | +2.6% | +2.3% | +1.2% |
| 30D | +4.1% | -2.0% | +6.1% | +6.7% |
| 3M | +11.5% | -2.8% | +14.2% | +15.3% |
| 6M | +85.3% | +2.1% | +83.1% | +77.5% |
| YTD | +57.3% | +11.5% | +45.8% | +31.8% |
| 1Y | +52.6% | +13.5% | +39.1% | +24.4% |
| 3Y | +48.3% | +77.7% | -29.4% | -38.4% |
| 5Y | -47.8% | +72.6% | -120.4% | -76.5% |
| 10Y | +515.9% | +308.2% | +207.7% | -12.1% |
| All | +1,565.8% | +406.9% | +1,158.9% | +119.6% |
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