-21.0%
PAYC vs PEGA
+48.1%
-69.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -4.3% |
| 7D | -7.9% | -2.4% | -5.5% | -7.3% |
| 30D | +2.1% | +9.6% | -7.5% | -0.3% |
| 3M | +61.8% | +2.3% | +59.4% | +59.8% |
| 6M | +59.9% | -23.9% | +83.8% | +68.6% |
| YTD | +38.5% | -39.8% | +78.3% | +52.1% |
| 1Y | -1.4% | -37.4% | +36.0% | +7.1% |
| 3Y | -21.0% | +53.1% | -74.1% | -23.1% |
| All | -21.0% | +48.1% | -69.1% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling