-75.7%
PATH vs PEGA
-46.5%
-29.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.1% |
| 7D | -16.3% | +3.3% | -19.6% | -17.7% |
| 30D | +9.9% | +17.7% | -7.8% | +0.6% |
| 3M | +30.2% | +5.8% | +24.4% | +25.9% |
| 6M | +37.2% | -20.3% | +57.5% | +54.6% |
| YTD | -7.3% | -37.1% | +29.8% | +18.0% |
| 1Y | +40.0% | -30.2% | +70.2% | +66.2% |
| 3Y | -4.4% | +48.1% | -52.5% | -36.8% |
| All | -75.7% | -46.5% | -29.2% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling