-21.8%
PATH vs PENG
+153.0%
-174.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -23.0% | +19.3% | -1.1% |
| 7D | -5.6% | -36.7% | +31.1% | -1.1% |
| 30D | -0.7% | -42.0% | +41.3% | +4.6% |
| 3M | -5.9% | -33.2% | +27.3% | -3.2% |
| 6M | +21.6% | +2.1% | +19.5% | +7.2% |
| YTD | -20.6% | +90.3% | -110.9% | -41.8% |
| 1Y | -10.6% | +67.7% | -78.2% | -32.1% |
| All | -21.8% | +153.0% | -174.8% | -54.5% |
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