+246.0%
PAYC vs PENG
+755.0%
-509.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -7.9% | +7.8% | -15.7% | -9.3% |
| 30D | +2.1% | -12.2% | +14.3% | +4.2% |
| 3M | +61.8% | -20.6% | +82.4% | +61.4% |
| 6M | +59.9% | +180.9% | -121.0% | +15.3% |
| YTD | +38.5% | +162.3% | -123.8% | +0.7% |
| 1Y | -1.4% | +107.3% | -108.6% | -25.1% |
| 3Y | -21.0% | +110.8% | -131.8% | -46.8% |
| 5Y | -52.9% | +117.8% | -170.7% | -69.5% |
| All | +246.0% | +755.0% | -509.0% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling