-6.1%
PATH vs PEG
+34.5%
-40.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | +0.7% | -17.0% | -16.3% |
| 30D | +9.9% | -2.4% | +12.3% | +10.1% |
| 3M | +30.2% | -4.8% | +35.0% | +30.4% |
| 6M | +37.2% | -10.7% | +47.9% | +39.0% |
| YTD | -7.3% | -6.7% | -0.6% | -7.7% |
| 1Y | +40.0% | -6.8% | +46.8% | +39.1% |
| All | -6.1% | +34.5% | -40.6% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling