+23.4%
PCTY vs SPY
+78.1%
-54.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.9% | +2.6% | +0.3% | +1.3% |
| 30D | +12.0% | -2.0% | +14.0% | +13.2% |
| 3M | +16.7% | -2.8% | +19.5% | +18.5% |
| 6M | +71.0% | +2.1% | +68.8% | +67.3% |
| YTD | +16.9% | +11.5% | +5.4% | +6.4% |
| 1Y | +20.2% | +13.5% | +6.7% | +7.6% |
| 3Y | +23.4% | +77.7% | -54.3% | -34.5% |
| All | +23.4% | +78.1% | -54.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling