+23.6%
PAYX vs PEG
+36.3%
-12.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | -3.8% | -3.7% | -0.1% | -2.5% |
| 3M | +17.9% | -7.3% | +25.1% | +21.0% |
| 6M | +26.1% | -10.5% | +36.6% | +30.6% |
| YTD | +6.7% | -7.5% | +14.2% | +8.6% |
| 1Y | -10.7% | -8.7% | -2.0% | -8.9% |
| 3Y | +7.0% | +31.4% | -24.4% | -11.9% |
| All | +23.6% | +36.3% | -12.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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