+162.8%
PAYX vs PENG
+710.3%
-547.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.8% |
| 7D | -7.9% | 0.0% | -7.9% | -8.0% |
| 30D | -5.0% | -15.2% | +10.1% | -3.9% |
| 3M | +15.1% | -16.9% | +32.0% | +14.6% |
| 6M | +23.9% | +161.5% | -137.6% | +6.8% |
| YTD | +6.2% | +148.6% | -142.4% | -8.3% |
| 1Y | -9.6% | +89.6% | -99.3% | -19.9% |
| 3Y | +5.8% | +99.8% | -93.9% | -12.0% |
| 5Y | +22.0% | +100.9% | -79.0% | -1.6% |
| All | +162.8% | +710.3% | -547.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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