+641.3%
PCTY vs SPY
+397.3%
+244.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +2.9% | +2.6% | +0.3% | -0.3% |
| 30D | +12.0% | -2.0% | +14.0% | +14.2% |
| 3M | +16.7% | -2.8% | +19.5% | +20.1% |
| 6M | +71.0% | +2.1% | +68.8% | +63.7% |
| YTD | +16.9% | +11.5% | +5.4% | -1.1% |
| 1Y | +20.2% | +13.5% | +6.7% | -0.8% |
| 3Y | +23.4% | +77.7% | -54.3% | -45.6% |
| 5Y | -33.6% | +72.6% | -106.2% | -68.4% |
| 10Y | +432.0% | +308.2% | +123.8% | -15.2% |
| All | +641.3% | +397.3% | +244.0% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling