+327.0%
PAYS vs SPY
+74.6%
+252.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -8.2% |
| 7D | -38.0% | -0.9% | -37.1% | -37.6% |
| 30D | -37.5% | -2.4% | -35.2% | -35.8% |
| 3M | -24.9% | -1.2% | -23.8% | -24.1% |
| 6M | +41.5% | +3.3% | +38.2% | +34.2% |
| YTD | +84.1% | +12.3% | +71.8% | +55.6% |
| 1Y | +83.7% | +12.4% | +71.3% | +54.9% |
| 3Y | +291.7% | +78.8% | +212.9% | +76.1% |
| 5Y | +327.0% | +75.2% | +251.9% | +101.1% |
| All | +327.0% | +74.6% | +252.4% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling