+533.3%
PCTY vs SPY
+406.5%
+126.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +3.0% | +0.1% | +3.0% | +2.9% |
| 3M | +35.1% | +2.0% | +33.1% | +30.7% |
| 6M | +33.0% | +13.0% | +20.0% | +11.7% |
| YTD | -0.2% | +13.5% | -13.7% | -16.9% |
| 1Y | -13.3% | +20.0% | -33.2% | -33.1% |
| 3Y | -25.3% | +77.2% | -102.5% | -66.7% |
| 5Y | -44.1% | +81.9% | -125.9% | -74.9% |
| 10Y | +234.5% | +314.1% | -79.5% | -47.2% |
| All | +533.3% | +406.5% | +126.8% | -25.2% |
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