+2,765.5%
PAYX vs PEGA
+1,154.6%
+1,611.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.2% | -3.5% |
| 7D | -6.9% | -2.4% | -4.5% | -6.7% |
| 30D | -2.6% | +9.6% | -12.2% | -3.6% |
| 3M | +19.4% | +2.3% | +17.1% | +18.9% |
| 6M | +18.7% | -23.9% | +42.6% | +21.8% |
| YTD | +7.8% | -39.8% | +47.5% | +13.1% |
| 1Y | -9.9% | -37.4% | +27.6% | -6.1% |
| 3Y | +7.4% | +53.1% | -45.7% | -0.9% |
| 5Y | +21.8% | -47.2% | +69.1% | +22.9% |
| 10Y | +161.3% | +174.3% | -13.1% | +123.3% |
| All | +2,765.5% | +1,154.6% | +1,611.0% | +1,688.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling