+644.6%
PCTY vs SPY
+394.4%
+250.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +4.6% | -0.6% | +5.2% | +5.1% |
| 30D | +16.3% | -3.7% | +19.9% | +21.2% |
| 3M | +22.9% | -2.7% | +25.6% | +26.4% |
| 6M | +61.3% | +2.2% | +59.1% | +54.3% |
| YTD | +17.4% | +10.8% | +6.5% | +0.1% |
| 1Y | +25.8% | +11.2% | +14.6% | +6.5% |
| 3Y | +19.9% | +76.5% | -56.6% | -46.7% |
| 5Y | -32.7% | +72.9% | -105.6% | -68.0% |
| 10Y | +439.0% | +304.8% | +134.2% | -13.1% |
| All | +644.6% | +394.4% | +250.2% | -9.9% |
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