+188.2%
PEG vs PAYC
+1,158.0%
-969.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +1.3% |
| 7D | +1.0% | -7.9% | +8.9% | +1.8% |
| 30D | -1.9% | +2.1% | -4.0% | -2.2% |
| 3M | -3.7% | +61.8% | -65.4% | -8.9% |
| 6M | -9.4% | +59.9% | -69.4% | -14.5% |
| YTD | -6.0% | +38.5% | -44.5% | -10.0% |
| 1Y | -4.4% | -1.4% | -3.0% | -5.0% |
| 3Y | +33.5% | -21.0% | +54.5% | +32.9% |
| 5Y | +35.7% | -52.9% | +88.7% | +40.9% |
| 10Y | +140.4% | +332.8% | -192.4% | +104.7% |
| All | +188.2% | +1,158.0% | -969.9% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling