+669.4%
SPGI vs PAYC
+1,257.3%
-587.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.9% | -11.1% | +10.3% | +2.2% |
| 30D | +15.5% | +1.8% | +13.7% | +14.9% |
| 3M | +15.7% | +10.2% | +5.5% | +12.6% |
| 6M | +19.1% | +73.5% | -54.5% | +1.6% |
| YTD | -4.1% | +49.4% | -53.5% | -15.2% |
| 1Y | +1.2% | +47.2% | -46.0% | -10.3% |
| 3Y | +31.6% | +44.4% | -12.9% | +13.7% |
| 5Y | +12.4% | -52.1% | +64.6% | +22.4% |
| 10Y | +334.3% | +474.3% | -140.0% | +178.9% |
| All | +669.4% | +1,257.3% | -587.9% | +363.4% |
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