+274.6%
PAYC vs PENG
+597.2%
-322.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +12.4% | -17.5% | -7.3% |
| 7D | -10.2% | -19.4% | +9.3% | -7.6% |
| 30D | +6.1% | -42.4% | +48.5% | +14.8% |
| 3M | +10.1% | -25.6% | +35.7% | +12.1% |
| 6M | +88.6% | +7.3% | +81.3% | +65.7% |
| YTD | +50.0% | +113.9% | -63.9% | +9.8% |
| 1Y | +46.1% | +93.6% | -47.5% | +9.0% |
| 3Y | +51.2% | +170.2% | -119.1% | -4.9% |
| 5Y | -51.7% | +44.2% | -95.8% | -66.7% |
| All | +274.6% | +597.2% | -322.5% | +86.6% |
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 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