+48.8%
PAYC vs PENG
+120.5%
-71.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.1% | +11.1% | +1.1% |
| 7D | +2.0% | -20.5% | +22.5% | +0.1% |
| 30D | +18.8% | -20.4% | +39.1% | +17.1% |
| 3M | +53.2% | -16.4% | +69.6% | +52.3% |
| 6M | +103.7% | +49.2% | +54.5% | +92.2% |
| YTD | +69.5% | +147.2% | -77.7% | +49.4% |
| 1Y | +48.8% | +124.7% | -75.9% | +32.7% |
| All | +48.8% | +120.5% | -71.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling