-78.0%
PATH vs PENG
+96.1%
-174.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.4% | -23.1% | -18.3% |
| 7D | -16.3% | +4.5% | -20.9% | -17.6% |
| 30D | +9.9% | -7.1% | +17.0% | +11.2% |
| 3M | +30.2% | -27.3% | +57.4% | +33.4% |
| 6M | +37.2% | +169.6% | -132.4% | -14.2% |
| YTD | -7.3% | +164.6% | -171.9% | -42.6% |
| 1Y | +40.0% | +109.5% | -69.5% | -6.8% |
| 3Y | -4.4% | +98.9% | -103.3% | -44.8% |
| 5Y | -76.0% | +116.3% | -192.3% | -87.1% |
| All | -78.0% | +96.1% | -174.1% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling