+40.0%
PATH vs PENG
+118.5%
-78.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.4% | -23.1% | -16.6% |
| 7D | -16.3% | +4.5% | -20.9% | -16.2% |
| 30D | +9.9% | -7.1% | +17.0% | +10.1% |
| 3M | +30.2% | -27.3% | +57.4% | +30.9% |
| 6M | +37.2% | +169.6% | -132.4% | +19.0% |
| YTD | -7.3% | +164.6% | -171.9% | -20.3% |
| 1Y | +40.0% | +109.5% | -69.5% | +20.1% |
| All | +40.0% | +118.5% | -78.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling