-81.2%
PATH vs PEG
+41.2%
-122.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.7% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -3.7% | +3.8% | -7.5% | -4.3% |
| 3M | -13.8% | +0.1% | -13.8% | -13.8% |
| 6M | +20.3% | -1.0% | +21.3% | +19.9% |
| YTD | -20.8% | -4.1% | -16.7% | -21.1% |
| 1Y | -9.2% | -6.9% | -2.4% | -8.8% |
| 3Y | -21.8% | +35.6% | -57.4% | -31.2% |
| 5Y | -77.4% | +42.8% | -120.2% | -80.4% |
| All | -81.2% | +41.2% | -122.4% | -84.0% |
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