-75.7%
PATH vs PEP
+3.4%
-79.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -16.0% | -16.5% |
| 7D | -16.3% | -1.4% | -14.9% | -16.1% |
| 30D | +9.9% | +0.2% | +9.7% | +9.8% |
| 3M | +30.2% | -1.1% | +31.3% | +30.3% |
| 6M | +37.2% | -13.5% | +50.7% | +40.5% |
| YTD | -7.3% | -1.2% | -6.1% | -8.4% |
| 1Y | +40.0% | -1.6% | +41.6% | +37.9% |
| 3Y | -4.4% | -12.5% | +8.1% | -2.5% |
| All | -75.7% | +3.4% | -79.1% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling