+227.4%
PCTY vs SPY
+318.9%
-91.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.3% |
| 7D | -7.5% | -2.0% | -5.5% | -5.1% |
| 30D | -1.5% | -1.7% | +0.1% | +0.6% |
| 3M | +28.0% | +4.7% | +23.2% | +19.8% |
| 6M | +24.7% | +12.5% | +12.2% | +5.5% |
| YTD | -6.3% | +11.7% | -18.0% | -20.4% |
| 1Y | -15.6% | +17.5% | -33.1% | -33.1% |
| 3Y | -26.9% | +76.6% | -103.4% | -67.5% |
| 5Y | -46.2% | +82.0% | -128.3% | -76.1% |
| All | +227.4% | +318.9% | -91.5% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling