+10.5%
PAYX vs PENG
+52.9%
-42.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.3% |
| 7D | +0.5% | -16.1% | +16.6% | +0.9% |
| 30D | +12.9% | -41.5% | +54.4% | +14.9% |
| 3M | -3.1% | -19.1% | +16.0% | -3.2% |
| 6M | +27.9% | +0.9% | +27.0% | +22.2% |
| YTD | +8.2% | +128.2% | -120.0% | -6.0% |
| 1Y | +8.9% | +98.6% | -89.7% | -4.1% |
| 3Y | +12.6% | +188.2% | -175.6% | -10.8% |
| All | +10.5% | +52.9% | -42.4% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling