+35,064.1%
PAYX vs PEG
+2,889.2%
+32,175.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.4% |
| 7D | -7.5% | -0.1% | -7.4% | -7.4% |
| 30D | -5.3% | -1.7% | -3.6% | -4.8% |
| 3M | +15.6% | -6.8% | +22.4% | +18.4% |
| 6M | +19.5% | -11.4% | +30.8% | +24.1% |
| YTD | +5.8% | -7.2% | +13.0% | +7.7% |
| 1Y | -10.9% | -6.1% | -4.7% | -9.9% |
| 3Y | +5.4% | +31.8% | -26.3% | -7.0% |
| 5Y | +20.4% | +35.6% | -15.2% | +4.9% |
| 10Y | +164.1% | +148.7% | +15.4% | +85.7% |
| All | +35,064.1% | +2,889.2% | +32,175.0% | +13,351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling