-10.7%
PAYX vs PEGA
-36.0%
+25.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -4.9% | -3.0% | -1.9% | -4.1% |
| 30D | -3.8% | +15.9% | -19.7% | -7.1% |
| 3M | +17.9% | +10.8% | +7.0% | +14.1% |
| 6M | +26.1% | -16.5% | +42.6% | +27.9% |
| YTD | +6.7% | -39.0% | +45.8% | +10.4% |
| 1Y | -10.7% | -37.3% | +26.5% | -8.3% |
| All | -10.7% | -36.0% | +25.3% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling