+23.9%
PAYX vs SPYG
+15.6%
+8.4%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.1% |
| 7D | -7.9% | -1.8% | -6.1% | -8.4% |
| 30D | -5.0% | -1.9% | -3.1% | -5.6% |
| 3M | +15.1% | +5.2% | +10.0% | +17.3% |
| 6M | +23.9% | +15.6% | +8.4% | +25.5% |
| All | +23.9% | +15.6% | +8.4% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling