+23.6%
PAYX vs SPY
+82.3%
-58.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.1% |
| 7D | -4.9% | -0.8% | -4.1% | -4.3% |
| 30D | -3.8% | -1.1% | -2.7% | -3.0% |
| 3M | +17.9% | +3.9% | +14.0% | +14.3% |
| 6M | +26.1% | +13.6% | +12.5% | +13.5% |
| YTD | +6.7% | +12.7% | -5.9% | -3.4% |
| 1Y | -10.7% | +17.5% | -28.3% | -22.1% |
| 3Y | +7.0% | +76.9% | -69.9% | -36.4% |
| All | +23.6% | +82.3% | -58.7% | -27.8% |
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