-6.1%
PATH vs PENG
+101.4%
-107.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.4% | -23.1% | -17.5% |
| 7D | -16.3% | +4.5% | -20.9% | -17.0% |
| 30D | +9.9% | -7.1% | +17.0% | +10.7% |
| 3M | +30.2% | -27.3% | +57.4% | +32.7% |
| 6M | +37.2% | +169.6% | -132.4% | +1.6% |
| YTD | -7.3% | +164.6% | -171.9% | -31.8% |
| 1Y | +40.0% | +109.5% | -69.5% | +8.2% |
| All | -6.1% | +101.4% | -107.5% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling