+445.8%
PAYS vs SPY
+81.8%
+364.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.5% |
| 7D | +3.9% | +0.5% | +3.3% | +3.2% |
| 30D | +3.2% | -0.9% | +4.1% | +4.5% |
| 3M | +94.6% | +3.9% | +90.7% | +83.9% |
| 6M | +238.9% | +14.5% | +224.4% | +179.9% |
| YTD | +150.1% | +12.9% | +137.2% | +110.9% |
| 1Y | +142.6% | +19.4% | +123.2% | +90.0% |
| 3Y | +496.3% | +78.5% | +417.8% | +171.7% |
| 5Y | +445.8% | +81.8% | +364.0% | +149.0% |
| All | +445.8% | +81.8% | +364.0% | +149.0% |
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