+1,450.8%
PAYC vs PEGA
+376.9%
+1,073.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.2% |
| 7D | -2.9% | +3.3% | -6.2% | -4.3% |
| 30D | +32.8% | +17.7% | +15.0% | +22.7% |
| 3M | +69.3% | +5.8% | +63.5% | +63.3% |
| 6M | +74.0% | -20.3% | +94.2% | +90.5% |
| YTD | +46.4% | -37.1% | +83.6% | +76.7% |
| 1Y | +4.2% | -30.2% | +34.4% | +17.8% |
| 3Y | -19.7% | +48.1% | -67.8% | -47.0% |
| 5Y | -52.0% | -46.8% | -5.2% | -45.0% |
| 10Y | +356.9% | +191.3% | +165.6% | +107.5% |
| All | +1,450.8% | +376.9% | +1,073.9% | +549.8% |
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