-10.6%
PATH vs PEP
+3.9%
-14.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.6% | +6.7% | -12.3% | -4.2% |
| 30D | -0.7% | +13.5% | -14.2% | +2.5% |
| 3M | -5.9% | +3.9% | -9.8% | -4.9% |
| 6M | +21.6% | -6.0% | +27.6% | +15.1% |
| YTD | -20.6% | +2.5% | -23.1% | -14.7% |
| 1Y | -10.6% | +3.9% | -14.5% | -0.2% |
| All | -10.6% | +3.9% | -14.5% | -0.2% |
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 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