-5.3%
PATH vs PEP
+2.4%
-7.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +3.7% |
| 7D | -4.8% | +7.4% | -12.2% | -3.2% |
| 30D | +2.7% | +13.3% | -10.7% | +5.9% |
| 3M | -4.2% | +3.5% | -7.7% | -3.3% |
| 6M | +24.7% | -5.9% | +30.7% | +18.3% |
| YTD | -17.6% | +2.3% | -19.8% | -11.4% |
| 1Y | -5.3% | +3.7% | -9.0% | -0.6% |
| All | -5.3% | +2.4% | -7.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling