-10.7%
PAYX vs SPG
+19.1%
-29.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -4.9% | -1.2% | -3.7% | -4.6% |
| 30D | -3.8% | -6.1% | +2.3% | -2.2% |
| 3M | +17.9% | -3.6% | +21.5% | +19.8% |
| 6M | +26.1% | +10.4% | +15.7% | +24.0% |
| YTD | +6.7% | +14.4% | -7.6% | +3.0% |
| 1Y | -10.7% | +16.5% | -27.3% | -15.2% |
| All | -10.7% | +19.1% | -29.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling