+8,651.8%
PAYX vs SPG
+5,195.2%
+3,456.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -4.9% | -1.2% | -3.7% | -4.5% |
| 30D | -3.8% | -6.1% | +2.3% | -2.0% |
| 3M | +17.9% | -3.6% | +21.5% | +19.2% |
| 6M | +26.1% | +10.4% | +15.7% | +22.1% |
| YTD | +6.7% | +14.4% | -7.6% | +2.3% |
| 1Y | -10.7% | +16.5% | -27.3% | -15.0% |
| 3Y | +7.0% | +106.8% | -99.8% | -14.7% |
| 5Y | +22.6% | +108.9% | -86.3% | -3.5% |
| 10Y | +166.5% | +63.9% | +102.6% | +104.0% |
| All | +8,651.8% | +5,195.2% | +3,456.6% | +2,510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling