+23.6%
PAYX vs PEGA
-45.0%
+68.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.4% |
| 30D | -3.8% | +15.9% | -19.7% | -6.1% |
| 3M | +17.9% | +10.8% | +7.0% | +15.5% |
| 6M | +26.1% | -16.5% | +42.6% | +28.6% |
| YTD | +6.7% | -39.0% | +45.8% | +13.4% |
| 1Y | -10.7% | -37.3% | +26.5% | -5.9% |
| 3Y | +7.0% | +59.2% | -52.2% | -6.8% |
| All | +23.6% | -45.0% | +68.5% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling