-81.1%
PATH vs PENG
+41.0%
-122.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -23.0% | +19.3% | +1.7% |
| 7D | -5.6% | -36.7% | +31.1% | +3.8% |
| 30D | -0.7% | -42.0% | +41.3% | +10.3% |
| 3M | -5.9% | -33.2% | +27.3% | -0.8% |
| 6M | +21.6% | +2.1% | +19.5% | +1.3% |
| YTD | -20.6% | +90.3% | -110.9% | -48.8% |
| 1Y | -10.6% | +67.7% | -78.2% | -39.7% |
| 3Y | -24.9% | +154.2% | -179.1% | -62.6% |
| 5Y | -76.8% | +28.3% | -105.1% | -86.4% |
| All | -81.1% | +41.0% | -122.2% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling