+23.9%
PAYX vs PEG
-11.3%
+35.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.3% |
| 7D | -7.9% | -0.9% | -7.0% | -8.1% |
| 30D | -5.0% | -2.8% | -2.3% | -5.5% |
| 3M | +15.1% | -6.9% | +22.0% | +14.3% |
| 6M | +23.9% | -11.4% | +35.3% | +21.5% |
| All | +23.9% | -11.3% | +35.3% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling