+406.4%
SPY vs PAYC
+1,328.4%
-922.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | -2.7% | +5.2% | -7.8% | -3.8% |
| 3M | -1.7% | +18.0% | -19.7% | -5.1% |
| 6M | +3.1% | +81.6% | -78.5% | -9.5% |
| YTD | +11.9% | +57.3% | -45.4% | +0.3% |
| 1Y | +12.0% | +49.8% | -37.8% | +1.3% |
| 3Y | +78.2% | +49.0% | +29.2% | +58.0% |
| 5Y | +73.2% | -47.8% | +121.1% | +81.5% |
| 10Y | +309.6% | +515.8% | -206.2% | +189.8% |
| All | +406.4% | +1,328.4% | -922.1% | +236.6% |
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