+23.6%
PAYX vs SPYG
+85.2%
-61.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.4% |
| 30D | -3.8% | -1.5% | -2.3% | -3.1% |
| 3M | +17.9% | +3.7% | +14.1% | +15.2% |
| 6M | +26.1% | +16.4% | +9.7% | +15.2% |
| YTD | +6.7% | +13.3% | -6.6% | -1.1% |
| 1Y | -10.7% | +17.9% | -28.6% | -19.5% |
| 3Y | +7.0% | +98.3% | -91.4% | -33.7% |
| All | +23.6% | +85.2% | -61.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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