+165.5%
PAYX vs PENG
+735.0%
-569.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -3.6% | +34.6% | -38.2% | -5.9% |
| 30D | +9.5% | -35.9% | +45.4% | +12.4% |
| 3M | -3.3% | -14.7% | +11.4% | -3.6% |
| 6M | +27.1% | +13.5% | +13.5% | +19.7% |
| YTD | +7.3% | +156.1% | -148.9% | -8.9% |
| 1Y | +8.3% | +141.3% | -133.0% | -7.5% |
| 3Y | +11.6% | +223.4% | -211.8% | -12.2% |
| 5Y | +8.5% | +67.4% | -58.9% | -11.5% |
| All | +165.5% | +735.0% | -569.5% | +85.4% |
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