-19.3%
PAYC vs PENG
+101.4%
-120.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.4% | -10.1% | -3.9% |
| 7D | -2.9% | +4.5% | -7.4% | -3.0% |
| 30D | +32.8% | -7.1% | +39.9% | +33.0% |
| 3M | +69.3% | -27.3% | +96.5% | +70.3% |
| 6M | +74.0% | +169.6% | -95.6% | +49.9% |
| YTD | +46.4% | +164.6% | -118.2% | +26.0% |
| 1Y | +4.2% | +109.5% | -105.3% | -8.4% |
| All | -19.3% | +101.4% | -120.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling