+1,255.7%
PAYS vs SPY
+586.5%
+669.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -33.7% | +3.3% | -37.0% | -34.8% |
| 30D | -38.7% | -2.7% | -36.0% | -38.0% |
| 3M | -25.9% | -1.7% | -24.1% | -25.3% |
| 6M | +42.7% | +3.1% | +39.6% | +40.6% |
| YTD | +84.3% | +11.9% | +72.4% | +75.3% |
| 1Y | +73.5% | +12.0% | +61.5% | +65.1% |
| 3Y | +292.1% | +78.2% | +214.0% | +215.0% |
| 5Y | +314.4% | +73.2% | +241.2% | +236.3% |
| 10Y | +4,894.7% | +309.6% | +4,585.1% | +3,736.7% |
| All | +1,255.7% | +586.5% | +669.2% | +735.9% |
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