The bad Daedra (I'm assuming you mean in the Dunmer pantheon, since I've never heard reference to "bad Daedra" in any other pantheons) are Molag Bal, Malacath, Sheogorath, and Mehrunes Dagon, according to Darkest Darkness. Peryite isn't even mentioned there.
Hrmm....I could have sworn I heard him being mentioned of being one of the more "evil" ones in some dialog in MW. Could have been my dyslexia too. But yes, I mean bad as in malevolent.
EDIT: Okay, misused the word bad. Should have stayed with destructive, in that he also takes pleasure in destruction. Taking from the book
On Oblivion, "Mehrunes Dagon, Molag Bal, Peryite, Boethiah, and Vaernima are among the most consistently “demonic” of the Daedra, in the sense that their spheres seem to be destructive in nature...Peryite's sphere seems to be pestilence"