-76.5%
PATH vs PENG
+72.0%
-148.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.1% | +12.0% | +5.1% |
| 7D | -4.8% | -20.5% | +15.7% | -0.1% |
| 30D | +2.7% | -20.4% | +23.0% | +6.3% |
| 3M | -4.2% | -16.4% | +12.2% | -3.5% |
| 6M | +24.7% | +49.2% | -24.5% | -6.7% |
| YTD | -17.6% | +147.2% | -164.8% | -50.4% |
| 1Y | -5.3% | +124.7% | -130.0% | -41.2% |
| 3Y | -22.0% | +230.3% | -252.3% | -64.9% |
| 5Y | -76.5% | +71.4% | -147.9% | -86.9% |
| All | -76.5% | +72.0% | -148.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling