-77.0%
PATH vs PEG
+33.6%
-110.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -5.3% | -2.3% | -3.1% | -4.9% |
| 30D | -0.5% | +1.2% | -1.7% | -0.8% |
| 3M | -7.1% | -2.4% | -4.8% | -6.8% |
| 6M | +23.8% | -6.9% | +30.7% | +25.0% |
| YTD | -20.7% | -7.2% | -13.5% | -20.5% |
| 1Y | -8.1% | -8.9% | +0.8% | -7.3% |
| 3Y | -21.8% | +27.1% | -48.9% | -32.1% |
| All | -77.0% | +33.6% | -110.6% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling