+5.1%
SPGI vs PAYC
-53.3%
+58.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -1.9% |
| 7D | -2.5% | -7.9% | +5.4% | -0.5% |
| 30D | +5.4% | +2.1% | +3.3% | +4.9% |
| 3M | +9.0% | +61.8% | -52.7% | -4.1% |
| 6M | +0.8% | +59.9% | -59.2% | -11.5% |
| YTD | -12.6% | +38.5% | -51.1% | -20.7% |
| 1Y | -16.1% | -1.4% | -14.8% | -18.0% |
| 3Y | +19.0% | -21.0% | +40.0% | +18.3% |
| 5Y | +5.1% | -52.9% | +58.0% | +16.5% |
| All | +5.1% | -53.3% | +58.4% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling