+164.0%
PAYX vs PEGA
+184.6%
-20.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -4.9% | -3.0% | -1.9% | -4.2% |
| 30D | -3.8% | +15.9% | -19.7% | -6.9% |
| 3M | +17.9% | +10.8% | +7.0% | +14.6% |
| 6M | +26.1% | -16.5% | +42.6% | +29.9% |
| YTD | +6.7% | -39.0% | +45.8% | +16.9% |
| 1Y | -10.7% | -37.3% | +26.5% | -3.4% |
| 3Y | +7.0% | +59.2% | -52.2% | -13.7% |
| 5Y | +22.6% | -44.9% | +67.5% | +30.8% |
| All | +164.0% | +184.6% | -20.6% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling