+35.6%
PEG vs PAYC
-53.8%
+89.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -0.1% | -8.7% | +8.7% | +0.4% |
| 30D | -1.7% | +1.2% | -2.9% | -1.9% |
| 3M | -6.8% | +58.6% | -65.4% | -9.7% |
| 6M | -11.4% | +56.6% | -68.0% | -14.2% |
| YTD | -7.2% | +36.2% | -43.5% | -9.2% |
| 1Y | -6.1% | -2.2% | -3.9% | -5.4% |
| 3Y | +31.8% | -22.3% | +54.1% | +33.6% |
| 5Y | +35.6% | -53.9% | +89.5% | +38.9% |
| All | +35.6% | -53.8% | +89.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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