-81.2%
PATH vs PEG
+36.6%
-117.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -5.3% | -2.3% | -3.1% | -5.0% |
| 30D | -0.5% | +1.2% | -1.7% | -0.8% |
| 3M | -7.1% | -2.4% | -4.8% | -6.9% |
| 6M | +23.8% | -6.9% | +30.7% | +24.8% |
| YTD | -20.7% | -7.2% | -13.5% | -20.6% |
| 1Y | -8.1% | -8.9% | +0.8% | -7.4% |
| 3Y | -21.8% | +27.1% | -48.9% | -30.2% |
| 5Y | -76.8% | +33.8% | -110.6% | -79.9% |
| All | -81.2% | +36.6% | -117.8% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling