-47.2%
PAYC vs PENG
+56.5%
-103.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.6% |
| 7D | +4.9% | +13.2% | -8.4% | +3.2% |
| 30D | +4.1% | -29.9% | +34.1% | +7.5% |
| 3M | +11.5% | -22.2% | +33.7% | +12.4% |
| 6M | +85.3% | -1.9% | +87.2% | +69.7% |
| YTD | +57.3% | +142.1% | -84.9% | +15.0% |
| 1Y | +52.6% | +151.5% | -99.0% | +10.3% |
| 3Y | +48.3% | +206.9% | -158.7% | -10.2% |
| All | -47.2% | +56.5% | -103.7% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling