-21.8%
PATH vs PEG
+26.8%
-48.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -5.6% | -0.7% | -4.9% | -5.6% |
| 30D | -0.7% | +1.9% | -2.6% | -0.7% |
| 3M | -5.9% | -2.3% | -3.5% | -5.8% |
| 6M | +21.6% | -6.7% | +28.3% | +21.8% |
| YTD | -20.6% | -6.6% | -14.0% | -21.1% |
| 1Y | -10.6% | -5.3% | -5.3% | -11.6% |
| All | -21.8% | +26.8% | -48.6% | -30.5% |
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