-50.3%
PAYC vs PEGA
-46.7%
-3.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -9.5% | -8.2% | -1.3% | -6.7% |
| 30D | +2.5% | -11.6% | +14.0% | +7.0% |
| 3M | +11.7% | -4.2% | +15.8% | +13.1% |
| 6M | +74.6% | -12.0% | +86.6% | +81.0% |
| YTD | +50.4% | -46.9% | +97.3% | +82.3% |
| 1Y | +44.0% | -47.0% | +91.0% | +74.2% |
| 3Y | +42.5% | +40.9% | +1.6% | +9.1% |
| 5Y | -50.3% | -45.4% | -4.9% | -38.6% |
| All | -50.3% | -46.7% | -3.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling