-26.5%
PAYO vs SPY
+136.3%
-162.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -0.1% | -0.4% | +0.2% | +0.3% |
| 30D | +0.3% | -1.4% | +1.7% | +2.1% |
| 3M | +11.3% | +3.7% | +7.6% | +5.4% |
| 6M | +51.0% | +13.0% | +38.0% | +27.2% |
| YTD | +26.5% | +12.4% | +14.1% | +8.0% |
| 1Y | +4.4% | +18.5% | -14.1% | -17.0% |
| 3Y | +14.5% | +77.6% | -63.1% | -45.8% |
| 5Y | -28.8% | +81.7% | -110.5% | -65.7% |
| All | -26.5% | +136.3% | -162.8% | -70.9% |
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