-81.4%
PATH vs PEP
+16.2%
-97.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | -2.3% | +4.6% | -6.9% | -2.9% |
| 30D | -4.8% | +14.0% | -18.8% | -6.6% |
| 3M | -17.7% | +5.4% | -23.1% | -18.3% |
| 6M | +18.9% | -5.1% | +24.0% | +19.5% |
| YTD | -21.7% | +3.1% | -24.8% | -22.9% |
| 1Y | -9.6% | +4.8% | -14.4% | -11.5% |
| 3Y | -25.8% | -4.1% | -21.7% | -26.8% |
| 5Y | -77.1% | +3.0% | -80.0% | -76.9% |
| All | -81.4% | +16.2% | -97.7% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling