+624.4%
SPGI vs PAYC
+1,229.9%
-605.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.9% |
| 30D | +8.4% | +32.8% | -24.3% | -0.1% |
| 3M | +11.8% | +69.3% | -57.4% | -3.7% |
| 6M | +5.7% | +74.0% | -68.3% | -10.0% |
| YTD | -9.7% | +46.4% | -56.1% | -19.6% |
| 1Y | -12.5% | +4.2% | -16.6% | -15.3% |
| 3Y | +21.8% | -19.7% | +41.6% | +19.5% |
| 5Y | +8.2% | -52.0% | +60.2% | +17.8% |
| 10Y | +309.5% | +356.9% | -47.4% | +171.9% |
| All | +624.4% | +1,229.9% | -605.5% | +339.4% |
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