-81.2%
PATH vs PEGA
-48.2%
-33.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.9% |
| 7D | -5.3% | -4.5% | -0.8% | -2.8% |
| 30D | -0.5% | -5.7% | +5.1% | +2.7% |
| 3M | -7.1% | +2.6% | -9.7% | -8.0% |
| 6M | +23.8% | -10.6% | +34.4% | +32.3% |
| YTD | -20.7% | -45.5% | +24.8% | +9.9% |
| 1Y | -8.1% | -44.8% | +36.7% | +26.7% |
| 3Y | -21.8% | +45.5% | -67.4% | -48.9% |
| 5Y | -76.8% | -45.3% | -31.5% | -70.6% |
| All | -81.2% | -48.2% | -33.0% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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