-81.1%
PATH vs PEG
+37.6%
-118.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -5.6% | -0.7% | -4.9% | -5.5% |
| 30D | -0.7% | +1.9% | -2.6% | -1.0% |
| 3M | -5.9% | -2.3% | -3.5% | -5.6% |
| 6M | +21.6% | -6.7% | +28.3% | +22.6% |
| YTD | -20.6% | -6.6% | -14.0% | -20.6% |
| 1Y | -10.6% | -5.3% | -5.3% | -11.0% |
| 3Y | -24.9% | +26.8% | -51.7% | -32.8% |
| 5Y | -76.8% | +34.7% | -111.5% | -80.0% |
| All | -81.1% | +37.6% | -118.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling