+135.6%
SPG vs PAYC
+1,229.9%
-1,094.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -1.8% |
| 30D | -6.8% | +32.8% | -39.6% | -13.2% |
| 3M | +2.7% | +69.3% | -66.6% | -9.7% |
| 6M | +5.5% | +74.0% | -68.5% | -8.6% |
| YTD | +15.7% | +46.4% | -30.7% | +4.0% |
| 1Y | +20.9% | +4.2% | +16.7% | +17.2% |
| 3Y | +112.4% | -19.7% | +132.1% | +108.9% |
| 5Y | +101.4% | -52.0% | +153.4% | +116.8% |
| 10Y | +60.6% | +356.9% | -296.3% | +28.8% |
| All | +135.6% | +1,229.9% | -1,094.3% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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