-53.3%
PAYC vs PEGA
-47.2%
-6.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.5% |
| 7D | -10.2% | -5.3% | -4.9% | -8.4% |
| 30D | +2.0% | +8.3% | -6.3% | -0.9% |
| 3M | +58.3% | +8.9% | +49.3% | +52.9% |
| 6M | +64.5% | -19.7% | +84.2% | +75.4% |
| YTD | +36.5% | -39.9% | +76.4% | +58.8% |
| 1Y | -1.3% | -36.4% | +35.1% | +11.7% |
| 3Y | -22.1% | +52.8% | -74.9% | -42.3% |
| 5Y | -53.3% | -45.7% | -7.7% | -42.5% |
| All | -53.3% | -47.2% | -6.2% | -42.5% |
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