+21.8%
PAYX vs PENG
+107.7%
-85.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | -6.9% | +7.8% | -14.7% | -7.3% |
| 30D | -2.6% | -12.2% | +9.6% | -2.1% |
| 3M | +19.4% | -20.6% | +40.1% | +19.5% |
| 6M | +18.7% | +180.9% | -162.3% | +3.5% |
| YTD | +7.8% | +162.3% | -154.5% | -5.6% |
| 1Y | -9.9% | +107.3% | -117.1% | -19.5% |
| 3Y | +7.4% | +110.8% | -103.3% | -9.8% |
| 5Y | +21.8% | +117.8% | -96.0% | +0.3% |
| All | +21.8% | +107.7% | -85.9% | +0.3% |
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