+381.6%
PAYX vs SPYG
+559.0%
-177.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -4.9% | -0.9% | -4.0% | -4.2% |
| 30D | -3.8% | -1.5% | -2.3% | -2.8% |
| 3M | +17.9% | +3.7% | +14.1% | +13.9% |
| 6M | +26.1% | +16.4% | +9.7% | +11.0% |
| YTD | +6.7% | +13.3% | -6.6% | -4.3% |
| 1Y | -10.7% | +17.9% | -28.6% | -22.8% |
| 3Y | +7.0% | +98.3% | -91.4% | -39.5% |
| 5Y | +22.6% | +86.4% | -63.8% | -28.1% |
| 10Y | +166.5% | +421.9% | -255.4% | -26.7% |
| All | +381.6% | +559.0% | -177.4% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling