+347.5%
PAYC vs PEGA
+170.9%
+176.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.6% |
| 7D | -8.7% | -6.1% | -2.6% | -5.9% |
| 30D | +1.2% | +6.4% | -5.2% | -1.8% |
| 3M | +58.6% | +2.9% | +55.7% | +55.2% |
| 6M | +56.6% | -23.8% | +80.5% | +75.3% |
| YTD | +36.2% | -41.1% | +77.3% | +69.5% |
| 1Y | -2.2% | -38.2% | +36.0% | +17.3% |
| 3Y | -22.3% | +49.8% | -72.1% | -49.9% |
| 5Y | -53.9% | -48.0% | -5.8% | -44.5% |
| 10Y | +347.5% | +173.1% | +174.3% | +116.6% |
| All | +347.5% | +170.9% | +176.6% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling