+558.5%
SPYG vs PAYC
+1,137.5%
-579.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | +0.3% | -8.7% | +9.1% | +2.3% |
| 30D | -1.7% | +1.2% | -2.9% | -2.1% |
| 3M | +3.6% | +58.6% | -55.0% | -7.7% |
| 6M | +16.6% | +56.6% | -40.0% | +3.4% |
| YTD | +13.4% | +36.2% | -22.9% | +3.4% |
| 1Y | +19.6% | -2.2% | +21.8% | +17.5% |
| 3Y | +99.8% | -22.3% | +122.1% | +97.4% |
| 5Y | +85.0% | -53.9% | +138.8% | +101.1% |
| 10Y | +422.1% | +347.5% | +74.6% | +276.6% |
| All | +558.5% | +1,137.5% | -579.0% | +337.1% |
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