+1,492.9%
PAYC vs PEGA
+302.8%
+1,190.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | -9.5% | -8.2% | -1.3% | -5.7% |
| 30D | +2.5% | -11.6% | +14.0% | +8.5% |
| 3M | +11.7% | -4.2% | +15.8% | +13.5% |
| 6M | +74.6% | -12.0% | +86.6% | +83.0% |
| YTD | +50.4% | -46.9% | +97.3% | +96.0% |
| 1Y | +44.0% | -47.0% | +91.0% | +87.0% |
| 3Y | +42.5% | +40.9% | +1.6% | -3.8% |
| 5Y | -50.3% | -45.4% | -4.9% | -45.6% |
| 10Y | +521.2% | +95.9% | +425.3% | +240.9% |
| All | +1,492.9% | +302.8% | +1,190.1% | +620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling