+265.7%
PAYC vs PENG
+762.7%
-497.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.4% | -10.1% | -4.9% |
| 7D | -2.9% | +4.5% | -7.4% | -3.8% |
| 30D | +32.8% | -7.1% | +39.9% | +34.0% |
| 3M | +69.3% | -27.3% | +96.5% | +71.4% |
| 6M | +74.0% | +169.6% | -95.6% | +26.7% |
| YTD | +46.4% | +164.6% | -118.2% | +6.3% |
| 1Y | +4.2% | +109.5% | -105.3% | -21.0% |
| 3Y | -19.7% | +98.9% | -118.7% | -45.0% |
| 5Y | -52.0% | +116.3% | -168.3% | -68.9% |
| All | +265.7% | +762.7% | -497.0% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling